I got part way through the CX process several years ago - basically couldn't go forward because I could not get an HK passport (e.g. post the handover), so things may have changed.
For Aus you'll need a business entry permit to attend for interview or selection (free), althoug it may be cheaper to get an ETA (tourist visa £25 I think, from any decent travle agent)
To do the coure you'll need a study visa - big bucks!! They have a decent website - but beware, they are bureaucrats and getting visas takes forever!!