What should I do if I go to Hong Kong to study?

If you are only studying abroad, you only need to apply for Hong Kong and Macao Pass and relevant student visa, which has no effect on your hukou.

Reading is different from emigration/immigration, and there is no need to make any changes to the registered permanent residence. You can study as a tourist, but it takes a long time, depending on the length of the course, and you have to stay there for several months to several years.