Foreign countries play a role in supporting the protests in Hong Kong from outside. They want to destabilise China and they are trying to do so via Hong Kong. The US government has been long involved in the so-called democracy movement in Hong Kong.
Conspiracy theory without evidence.
This is a recurring pro-Kremlin disinformation narrative casting civil uprisings in other states as US-funded "colour revolutions", also present in the cases of Georgia, Ukraine, Belarus, Venezuela. Consistent with multiple pro-Kremlin disinformation narratives about the US and its global role.
The Hong Kong protests started in June 2019 over a controversial extradition law, but have expanded to calls for Hong Kong's leader to step down, for an inquiry into alleged police brutality, for those who have been arrested to be released, and for greater democratic freedoms.
For similar cases see here.