Hello, I am Neelam from Nepal. How can I apply for visit to Hongkong?

Neelam, a sponsor is not a must, so you can apply without any sponsor.
The first thing is to prepare the relevant materials: copy of your passport, the application form, a recently-taken half-length photo, financial support proof, an invitation letter from your friend, and flight itinerary, as well as your travel plan.
After, post all the required documents to HK immigration department to apply.
The postal address is as follows:
Receipt and Despatch Sub-unit
HK Immigration Department
2/F, Immigration Tower
7 Gloucester Road
Wan Chai, HK