Actually the best thing you can do is pray...
Pray everyday can build your relationship with God...
Its not necessary to pray at church!!!
You can pray in your room because God is everywhere...
However there is a church in Central...
It is more a modern church...
But i am sure there will be someone who can help you!!!
By the way, it is an English speaking church...
http://www.thevine.org.hk/newsite/pages/map.html
參考: myself. & thevine