Hong Kong Shenzhen Metropole

When I visited Hong Kong in 2006 I did not need a visa.
I only needed a visa for mainland China.
However, as I am looking at the website of the Chinese Consulate in America I see an application for Hong Kong visa. What is this?
Are visas now required in Hong Kong? Has the law changed since 2006?

I’m going for an exchange program to HK and would like to find out how long it will take for the whole visa application process.

We had homestay kids from China and Hong Kong and it took about 3 months or so for them.