I want travel to hongkong on holiday. How to apply for the visa?

You need to apply from the HKSAR office in Beijing. The application documents include:
1. Application form (ID 1003A)
2. Recent photograph (affixed on page 1 of the application form ID 1003A)
3. Photocopy of your passport
4. Photocopy of proof of financial standing, e.g. bank statements, savings accounts passbooks, tax receipts, etc.
5. Photocopy of proof of transportation arrangement, e.g. flight itinerary
6. Photocopy of proof of the planned visit, e.g. receipt of joining a package tour to Hong Kong, itinerary, etc.

could I apply hongkong entry permit by agency or can I get one on arrival?

VOA isn't applicable to Laos. You need to apply one in advance. If you can't apply on your own, you might find an agency to help you apply.