How hard is to get a post-doc in the area of HEP-Theory? At the moment I'm a high school student, who is passionate about the High Energy Physics areas, especially Phenomenology, String Theory, QFT and so on. I would like to pursue a B.Sc. degree in Mathematical Physics in the future in my country (central European country with a lot of famous string theorists ;) ). After that I would like to move to the USA to get a PhD in the one of the areas show above, but I heard that getting a post-doc and then a permanent job is quite hard.

Is it true? Would I have better success if I wouldn't limit myself only to the US, but include here, Europe, Asia, and Australia.
Currently, yes, it is quite hard. Assuming you go on to get your PhD in some field of HEP theory, you'll graduate with a very specific skill set that qualifies you for maybe about 10 available postdoc positions in the entire world, of which perhaps 3 or 4 will be in the US. (Obviously these numbers vary by perhaps a factor of 2 year to year and from one specific subfield to another; take them only as rough estimates.) But there are typically hundreds of people applying to each of these positions, so in the absence of other information your chances of getting one are not good. If you do get a postdoc, then your chances of getting a tenure-track faculty job are lower by perhaps another order of magnitude.

That being said, high school is way too early to be planning your future based on the chances of getting a postdoc. In particular, the difficulty of getting a postdoc should not dissuade you from getting a PhD in high energy physics, if you decide that's what you want to do when you finish college. There are plenty of other things you can do with a PhD in physics, especially if you have supplementary skills like computer programming. And by the time you approach the end of graduate school, you'll have a better idea of whether you are more qualified for a postdoc than the average applicant.