How to draw two \hline and two vertical line?

As stated in the hhline package documentation, | gives you a vertical line which cuts through a double (or single) hline, whereas # gives a double hline segment between two vlines.

So, to correct your situation (leaving aside the aesthetic issues) simply use, # in place of the | in the argument for \hhline.

---

\documentclass{article}
\usepackage{hhline}
\begin{document}

\begin{tabular}{c||c||c}
\hline 
1 & 2 & 3 \\ \hhline{=#=#=}
4 & 5 & 6 \\ \hline
7 & 8 & 9 \\ \hline
\end{tabular}

\end{document}

---

You get the following output.

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For further reading, please see the hhline package documentation mentioned above. Also, you may like to see this question as well.

Don't use vertical lines in tables; they disturb more than they help.

\documentclass{article}

\usepackage{booktabs}

\begin{document}

\begin{tabular}{ccc}
\toprule
1 & 2 & 3 \\
\midrule
4 & 5 & 6 \\
\midrule
7 & 8 & 9 \\
\bottomrule
\end{tabular}

\end{document}