If you want to find Sandshrew in Diamond, you need the GBA game LeafGreen. You can encounter Sandshrew in the Wayward Cave, when you've inserted LeafGreen in the GBA slot of your DS. The Sandshrews there will be either level 16 or 17 and you have a chance of 8% to encounter Sandshrew.
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You have to get sandshrew in waywards cave but its also pretty rare to get him in there
You can not catch Sandshrew in Pokemon Firered. It is Leafgreen exclusive. Firered gets Ekans instead.
neither of them is better, they are both the same, but in diamond, you catch dialga, and in pearl, you catch palkia, and you can catch different Pokemon in each game for example: you can catch this Pokemon in diamond, but not pearl but: you can catch this different Pokemon in pearl, but not diamond
You can catch makuhita in the fighting area in Pokemon diamond
How do you get a cherrim in Pokemon diamond.