Assuming that you're actually flying BKK-HKG-SYX in one go, then are your bags being checked through from BKK to SYX?
If yes, then you don't need to enter HK and will simply stay airside in the airport. You will need to go through security after arrival as arriving and departing passengers are kept separate.
If the bags are being checked only to HK, then you'll need to go through immigration, collect bags, go through customs and then re-check.
Btw, this would have been better asked in the Hong Kong forum for future reference.