It is only in HeartGold & SoulSilver and Gold & Silver you can go to different regions :/(and Crystal)
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No. You CAN import Pokemon from there, though.
some of the Pokemon are different such as diamond has dialga and pearl has palkia some of the Pokemon are different such as diamond has dialga and pearl has palkia
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
Cynthia is not the champion in the johto region in Pokemon heartgold,you can't find her in it, but she is the champion in Pokemon pearl,diamond, and platinum versin and that is the sinnoh region.
You can't, the only region avaible is Sinnoh.