do I need HK visa to go to mainland through HK by taxi, van our any other transport?

Majeed, if you go from HK to mainland by taxi, then you have to get a transit permit. However, if you take a ferry to mainland from the airport and do not enter HK, it's possible that the entry permit is not needed. The ticketing counter of the ferry is opposite to Airline desk E2. Anyway, you are suggested to confirm this with the airport to make it sure.