There is one on the tip of the island and one on the top of a building on the beach of a island there is one on a boat shape thing in the water. There is also one by the swamp under a bridge.
I am sorry to say but i don't think you can,there is only a small cut-sceen in which you talk breefly about the egg.Oh and to answer another question to make the egg hatch you must trade it to diamond or pearl(possibly platnim)