This place has cropped up a few times here on this blog under various guises. In this film it's supposed to be somewhere called the Fan Tan Bath House.
Actually, for me the most interesting picture from this little sequence is the following one that shows the view to the west across the beach to the headland opposite. Until the 1980's this area had a large expansive mansion on it built by Eu Tong Sen called 'Eucliffe'. It was a castle-like construction that was also the scene for a particularly barbaric atrocity committed by Japanese troops (one of many, I hasten to add) against Allied defenders on Hong Kong in December 1941. Multiple prisoners who had surrendered to advancing troops were rounded up, tied, bayoneted, beheaded and cast down the cliff onto the rocks below. The site is now occupied by a large luxury mixed development called "Royal Cliff". Anyway, you can see one of Eucliffe's towers in the background behind Fred Williamson below.