Hat Lek is in eastern Thailand. It`s the last town near the border to Cambodia, it`s counterpart on the cambodian side being Koh Kong. The town is mainly a stop-over on the overland route from Bangkok to Phnom Penh and Sihanoukville in Cambodia.
Take one of the many regular buses from Bangkoks Eastern Bus Terminal (Ekkamai) to Trat (about 7 hours). From their take a minibus to Hat Lek (about 90 Min.) where they stop just next to the border crossing. Cross into Cambodia and take one of motos to go to Koh Kong where you can organize the next part of your trip.
Cross the border and enjoy Cambodia but be aware that the border opens at 7am and closes at 8pm. If you want to go on directly to Sihanoukville keep in mind that the boat to Sihanoukville leaves at 8am.