No, unless you want to use the Action Replay for the Event.
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Get the celebi event.
I'm afraid you cannot get a Celebi in Pokemon HeartGold, unless you use a Action Replay. The only Celebi legal, I think, is the Nintendo Event that has passed. If you do have the Celebi in your GameBoy Pokemon Cartridge, then you can migrate it to Pal Park, then trade from Pearl/Diamond to HeartGold/SoulSilver.
You cannot catch Celebi unless you are using cheat codes or waiting for Pokemon events.
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You Can Not Catch Celabi In Pokemon Firered Unless you trade with pokemon heartgold or soulsilver.