You need to apply for a Hong Kong student visa from Chinese embassy or consulate in India. The requirements are as follows:
1. An application form ID (E) 936, with relevant parts duly completed and signed;
2. A letter of acceptance from the school which the applicant wishes to enter;
3. Evidence of the sponsor's financial standing, e.g. bank statements, saving account passbook, tax receipts and employment certificates;
4. An undertaking that the sponsor is prepared to arrange accommodation for the applicant or the applicant will be staying with him; or evidence that a place has been provided in recognized boarding school;
6. Evidence of the applicant's past residence in Hong Kong (if any);
7. Other information/documents in support of the application required by the concerned officer in individual cases.