The first and most important thing that you need to learn is this:
'U' IS NOT A WORD.
If your teacher taught you that 'u' is an acceptable way of writing the pronoun 'you', they were wrong. It looks lazy, silly and childish. If you want people to take you seriously in any situation, you need to stop writing 'u'.
Now to your question:
"Have you been to Hong Kong?"
This refers to any time in your life up to now - it doesn't matter when. ( an open time period).
"Did you go to Hong Kong?"
This refers to a specific period which is now finished - we know when this was. ( a closed time period)
Here are two examples:
A: "I haven't been to many places in Asia."
B: "Have you been to Hong Kong?"
C: "No, but I'd love to go there one day."
as opposed to
A: "I took a two-month trip to Asia last year".
B: "Did you go to Hong Kong?"
C: "No, I didn't. There wasn't time, unfortunately."
Does that make sense? Can you see the difference between the open and closed time periods?