Getting my Student Visa in Hong Kong

I'm currently living in Chengdu and will be going to Sichuan University in September. I talked to the workers at the University and they said that after I get all the papers from the school I can go to Hong Kong and apply for the Student X there. I looked online and I saw that you can only apply for the Student X in Hong Kong if you're a Hong Kong resident. I was just wondering who is right and who is wrong in this situation.

Thank You