Cambodian citizen with cambodian passport to visit Hong Kong

Yes, you should apply for a HK visa in advance before you fly there. You can submit your application to Chinese consulate in your area. You need to provide your passport, filled ID1003A form affixed with your recent passport photo and other required documents (flight tickets, hotel accommodation in HK etc). If the consulate issues it, you will have it on the forth working day. If your application needs to be dealt with by HK Immigration Department, you probably should wait for around one month.