how do you add this select to a page (not form)?

1) Do you want to display the lineages or the Hierarchical Select form item?
2) Is the vocabulary id of your vocabulary really 2?

That is in fact a form, just without a save button. Are you sure you don't want to present saved taxonomy data as in the attached screenshot (that's "displaying the lineages")?

If you really want to show a Hierarchical Select form item to allow users to browse the hierarchy, simply build a form without a submit function. You should be able to find out how to do that on your own.

Look at API.txt for an example on how to create a HS form item. You'll have to learn yourself how to use the Forms API.

using above code, i can see the linage printed, but they are just labels. Is there a way to link labels to it's term page?
i get following without links:

Parent Term > Level 1
Parent Term2 > Level 1 > Level 2

etc

Override the theme function (theme_hierarchical_select_selection_as_lineages()) to achieve that.

Thanks Wim for the quick response. However could you please give me some hints? I added the function in my theme template.php but have no idea what to modify. Sorry i don't know much about php. If my request is too specific, please feel free to close the issue. Thanks.

function danland_hierarchical_select_selection_as_lineages($selection, $config) {
  $output = '';

  $selection = (!is_array($selection)) ? array($selection) : $selection;

  // Generate a dropbox out of the selection. This will automatically
  // calculate all lineages for us.
  $selection = array_keys($selection);
  $dropbox = _hierarchical_select_dropbox_generate($config, $selection);

  // Actual formatting.
  foreach ($dropbox->lineages as $id => $lineage) {
    if ($id > 0) {
      $output .= '<br />';
    }

    $items = array();
    foreach ($lineage as $level => $item) {
      $items[] = $item['label'];
    }
    $output .= implode('<span class="hierarchical-select-item-separator">&#62;</span>', $items);
  }

  // Add the CSS.
  drupal_add_css(drupal_get_path('module', 'hierarchical_select') .'/hierarchical_select.css');

  return $output;
}

woops!forgot to change the status.

If you don't know much PHP, you should learn it. It's not ethical to expect other people to do your work for you.

Thanks for your reply. I was not expecting you to do work for me. I was just seeking your HELP or HINT. But thanks anyway.

I gave you sufficient hints. It's not sufficient for you because your knowledge level is not yet high enough. Just learn, try and you'll get there! :)