I am not a baseball fan but I happen to know some friends that know some of the shops that sell baseball products, here goes:
Tel: 2394 8335 TOKOYO SPORTS CO. G/F 236 SAI YEUNG CHOI STREET SOUTH, Prince Edward
Tel: 2782 4902 Major League Stadium, 11/F Rm A1 Ko's House, 577 Nathan Road Mongkok
Tel: 2783 9873 Major League Cafe, 2/F Rm B Ko's House, 577 Nathan Road Mongkok
Tel: 6477 3699 B&D Baseball equipment store 6/F Rm 17 Lee On Industrial Building, 70 HUNG TO ROAD Kwun Tong (Opening hours 10am to 4 pm)
As for baseball fields, there are some in HK, one of them is at SAI TSO WAN RECREATION GROUND SIN FAT ROAD, LAM TIN, KWUN TONG KL (Not sure about this address so I will write down the Chinese name and tel here 晒草灣棒球場: 九龍藍田茜發道 (852) 2952 3011 / (852) 2797 3177). You guys can book it using www.esd.gov.hk (pls note sometimes booking a government field can be a bit of a challenge)
Hong Kong has a baseball association call HKBA Hong Kong Baseball Association sadly they only have a Chinese website (strongly recommend you guys get someone who can read and translate). They organize both local and International games and offer some training courses.
Hope this helps