No. Even though Heatran can be male or female it still cannot breed as it is not in any egg group. Legendary Pokemon cannot breed (with the exception of Manaphy, which can breed for Phione).
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No. It was introduced in Pokemon Diamond and Pearl
No, because it is a legendary.
You can't. You need to get Heatran from Pokemon Diamond, Pearl and Platinum and then trade to heartgold and soulsilver.
He should be in his house.