Is hong kong metro go under the sea?which line n which station to which station

Yes, one of the lines, Tseung Kwan O line goes under the sea via Eastern Harbour Crossing, between Yau Tong station and Quarry Bay station.
In addition, HK Station to Kowloon Station of Tung Chung Line and Admiralty Station to Tsim Sha Tsui of Tsuen Wan Line are constructed under the sea.