Is it possible to get hongkong visa in Shenzhen?

I heard that one can get it in Shenzhen(Guangdong,china). For a Pakistani passport holder is it same or different. I am living in PRC as a student from two years. This spring festival thinking to visit hongkong. So, wanna get information about it. Do I need to go by myself to apply in Beijing? What supportive documents are required for L type and what does it charge.would you tell me about all procedure in detail.... Thanks in advance!