You MUST have the National Pokédex. Turn off your DS and put a Pokémon game into the GBA slot. On the Pokémon menu screen there should be a new option, "Migrate Pokémon from game in GBA slot...
Pokemon are usually found in tall grass, caves, while fishing or surfing, or as specific events (i.e., Kecleon). If you mean specific Pokemon, I can't help you unless you give specific details (like...