The only way to get Celebi on Pokemon Pearl without AR cheats is via event distributions. However these events are no longer being held or supported for Pokemon Diamond, Pearl and Platinum.
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I don't know but for how to:go to youtube and search: how to capture celebi in Pokemon Diamond. I did that and tada! I have 5 celebis (transferred by my spare Pokemon pearl.)
no
need to get their events
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.
the only way to get cheats on Pokemon diamond and pearl is you going out and buy an action replay from GAME!! or ARGOS!! it only costs in gamme 19.99 and in argos 14.99