You can't teach Scyther any steel type moves, you have to evolve it by trading it while it is holding the metal coat. When it evolves into Scizor, that is when it can learn steel moves. It learns metal claw at level 21, iron defense at level 37, and iron head at level 53.
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Water, Electric, Ice, Rock and Steel moves are super effective against Aerodactyl.
Ice type Pokemon in Pokemon Pearl are weak to fighting type moves, rock type moves steel type moves and fire type moves. This has not changed since the first generation (Pokemon Red and Blue/Green) when the steel type did not exist.
Sizor is a steel type pokemon so any fire, ground or fighting moves will be very effective. just get a pokemon that knows a powerful fire, ground or fighting type move and it should take down Sizor quite quickly.
In Pokémon Platinum, the 6th Gym Leader, Byron has Steel-type Pokémon. The Steel-type Pokémon that he has during the first match until you beat him are Magneton, Steelix and Bastiodon.
Fire, Fighting and Ground moves are all super-effective against Steel-type pokemon.