You will need to have beaten Team Galactic in Veilstone City first.
Then you need to go to the top of Mt. Coronet. (A pokemon with Surf and a pokemon with Rock Climb are needed, and Rock Smash and Strength will make it possible to get more items)
The entrance to Mt. Coronet closest to Oreburgh City is the quickest entrance.
Dialga is in Spear Pillar, the top level of Mt. Coronet. But you'll need to battle Team Galactic Grunts in your way. In Spear Pillar, you will battle Galactic Mars and Jupiter with your rival. Then you will fight Cyrus. Finally, you can battle Dialga.
Save Right After Cyrus
Dialga is pretty easy to catch but make sure you have a lot of potions and revives and lots of ultra balls. An escape rope or a pokemon with Dig will make the exit much quicker.
After you catch/defeat Dialga go up to where it was and you'll find an adamant orb.