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there is no azure flute but you can get arceus November 7-15.
You cannot get a legit Shiny Arceus, you will need to get an Action Replay in order to enter a cheating code so that you can get the Azure Flute since the Azure Flute was never distributed. After getting the Azure Flute, you will need to enter into the Spear Pillar so that you can play the Azure Flute there so that it'll open up the way to the in-game Arceus.
Arceus is at Spear Pillar with the Azure Flute
The only way to catch Arceus in Pokemon Platinum is by using the Azure Flute or cheating. The Azure Flute is an event item that sadly was never distributed. This means the only way to catch Arceus is by cheating.
To get Arceus in R4, use a max repel in a weak spot. Play the white flute and he will appear.