Both dragonflies and damselflies are in the Order Odonata. But they are different families. Hong Kong has at least 112 species of Odonata (the British would know). Hong Kong has the largest and the smallest damselflies in the world. The largest is the size of a dragonfly, which are generally larger.
The way they carry their wings, their slighter build, and the shape of the second or lower wing is what easiy distinguishes the two. Also, they claim the eyes of a dragonfly are larger in proportion to the head, the eyes on a damselfly are separated by a forehead.
I couldn't find the common name of the neon orange damselfly - but it shure is purty.
I am British darling, though little help it does me. Hong Kong is infamous for it's lack of information on the natural world, the stock exchange is a different story. As a result it's extraordinarily difficult sometimes impossible to find proper information on anything. The government puts out these little pamphlets as one off's, some dating back fifty years at least, entirely the fault of the British. The one on snakes for example is so useless you cant even make out what snake it is in the fuzzy black and white pictures.
So links please! The university has a very slow moving online journal called "Porcupine", which is sometimes of small use. Seems odonata have quite an international following. I found an international data base with pictures of a good few Hong Kong species. Your welcome to go through the lot to try and identify it.
http://www.iodonata.net/Half the things I see here are not even recorded anywhere, new to science, maybe this Odonata is also. You didn't give me a Latin for Dragon fly and Damselfly? Anisoptera and Zygoptera respectively
PS- it's looking (from the data base) like we don't have any Zygoptera at all, so maybe not a "damselfly after all.