Drilbur learns Drill Run at level 43.
You shouldn't use it though, Earthquake is generally better
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level 31
You must train your Drilbur to level 31 and it will evolve into an Excadrill. You do not need any stones, locations, trading, etc. to evolve this Pokemon.See Sources and Related Links below for more information on Drilbur.
It's not an HM first of all Venipede learns it at level 40. Whirlipede learns it at level 46. Scolipede at level 50. Scraggy at 45. Scrafty at 51. Ferrothorn from heart scale. Druddigon learns it at level 49 For further information, Sandshrew, Rhyhorn, Zigzagoon, Bidoof, Gible, Drilbur, Sandile, and Bouffalant can learn it as an Egg move (from male scraggy and scrafty that knows rock climb) Geodude, Onix, and Ferroseed can learn it as an Egg move (from male ferrothorn that knows rock climb) Rhyhorn and Gible can learn it as an Egg move (from male druddigon that knows rock climb) Finally, GLigar, Venipede, Joltik, and Durant can learn it as an Egg move (from male venipede, whirlipede, and scolipede)
It doesn't learn it at any level. Murkrow will not learn it.
Raichu will not learn thunder.... but pikachu can learn it at level 45