Those are nothing, but they look suspiciously like Mesperit, Uxie, and Azelf.
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In order to get past the ancient cave paintings in Pokémon Diamond, you'll need to go deal with Team Galatic's HQ in Veilstone. Once you've cleared the HQ the ancient cave paintings should be gone and you'll be able to progress further.
you beat the pokemon league and if youre talking about the one on victory road you have to get the national pokedex
Go to the right of Azalea town past the cave with the slowpoke once you head down past that you should see a cave it will say route 33 this is union cave
You blow on the dsi, i'm not sure if a ds can recognize wind on pokemon diamond or not.
i dont no