You can find contacts around a ligand or a part of a molecule by defining those contacts as a new selection. Please read about selections here (https://pymolwiki.org/index.php/Select) or select with the mouse and then go to (sele) and rename it. Use the name myligand. Then, in the command line, you can search for contacts in 3.5 Å distance and name this selection contacts:
select contacts, myligand around 3.5
Note that I chose 3.5 Å assuming you have a PDB file where hydrogen atoms are not mapped due to low resolution.
Of course, you will get all contacts in this distance and not just hydrogen bonds, therefore you'd create a selection within myligand before that only contain your atoms that would potentially participate in H-bonds.
In the next step you create a new selection contactsfull containing the whole residues of contacts using byres:
select contactsfull, byres contacts
Now you can independetly style contactsfull and your protein. To display the H-bonds, I would then use Find -> Polar Contacts, wich creates another selection with only the H-bonds that you can style as you like.