Want to visit hong kong from china ... Could you please guide.

Hey, you should go to the Immigration Section of the Office of the HKSAR in Beijing (Beijing Office) to do the application. The address of the Beijing Office is:

No. 71, Di'anmen Xidajie,
Xicheng District, Beijing 100009

The application documents may include the application form, your passport, recent photo, financial standing proof, round-trip tickets, and proofs showing your visit purpose.