Ninjask is a Bug and Flying type Pokemon that evolves from Nincada at level 20. In the third generation it learns new moves at levels 20, 25, 31, 38, and 45.
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If you level it up to level 45 you will be able to let it learn dig, but remember you'll have to delete a move to learn it.
Ninjask can be taught TM28- Dig.
I am pretty sure your Pokemon can learn it on a high level. :)
Only by Tm
I don't really know some other rare Pokemon but I do know how to get shedninja in Pokemon emerald. First, you have to find a nincada that has a bold nature and evolve it into ninjask. Right after it evolves, look in your party and you might have a shedninja that says you met it at the same level in the same area at the same level caught with the same kind of pokeball, the same ID number as ninjask, and even the same move set as ninjask. What I think is really weird about shedninja is he only has 1hp and it never gets more hp as you level it up. Hope this helps.