There are several ways of traveling to Tibet from Hong Kong.
First of all, you will take a flight to Tibet. the best flight route to Tibet is like this: depart Hong Kong to Xian, then from Xian to Lhasa of Tibet. Return the same way. You will check with you travel agent to see the best deal.
Secondly, you will get your own way to Shenzhen or Guangzhou, then take a flight to Lhasa. Usually there are one or two stops on the way.
Thirdly, you will take a flight to Xian or Chengdu, then take a train to Lhasa of Tibet.
You need Tibet visa (permit) to enter Tibet if you are not a Chinese citizen. You will receive your Tibet visa in any Chinese cities before you arrive in Tibet. Tibet visa paper is not allowed to mail to Hong Kong.
Basically, how to visit Tibet from Hong Kong depends on your time and budget. Your Tibet travel agent can provide you detailed information that how to travel to Tibet from Hong Kong.