Get to Jubilife City, obtain the Poketch, and then take the route to the left all the way.
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The first gym in Pokemon diamond is in Oreburgh City
The 'Cycling Road' is between Eterna and Oreburgh (it doesn't go directly to Oreburgh, but that is the nearest city).
you take it to oreburgh city and bring it to the mining museum if you are talking about Pokemon diamond or pearl.
Oreburgh Gate
Oreburgh Mine - Bulbapedia - Bulbagarden