I am a Nepalese passport holder. How do I apply for visa to Hong Kong?

If you apply for HK entry permit for the first time, you need to apply directly from the Immigration Department of HK SAR. A series of documents are required including your recent bareheaded color photo, the application form, your passport photocopy, and the proof your financial support, transportation arrangement such as round-trip air tickets as well as your travel itinerary. You should post the above-mentioned documents to the following address: 2nd Floor, Immigration Tower, 7 Gloucester Road, Wan Chai. As for your second question, it's okay to start your travel from India.