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To get the Lucky Punch in Pokémon Heart Gold you must go to Route 15. There is a girl there who you must talk to with a Chansey in your party.
Thunder Punch, Fire Punch, Outrage, and either Fly or Ice Punch.
Of all unfortunate things you can't get ice punch or fire punch or thunder punch, all of the punches must be learned by a Pokemon that can by level.
You cannot find Focus Punch in Crystal. Focus Punch was introduced in Pokemon Ruby/ Sapphire. Focus punch is TM 1 in Ruby/Sapphire.
There is no TM for thunder punch.