Where and how do i get transit hongkong visa o should i need a visa?

An Indian passport holder will travel from Shenzhen to Thailand taking a flight from Hongkong International airport. The traveller will take bus from Shenzhen to HK airport. Since the purpose is to take a flight to Thailand :
1) does he need a visa or a transit visa?
2) If so where does he get such a visa since he will arrive by bus from Shenzhen to Hongkong airport.?
Thank you in advance for your replies.