he doesnt. you can breed a sandshrew to then train him if you want. you have to teach it by TM but then its hereditary. trapinch learns it if you don't let him evolve for a while. but i think you have to teach everyone else
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Sandslash learns Dig at level 30 in Pokemon X and Y. In Pokemon Omega Ruby and Alpha Sapphire, it can learn Dig at level 33.
Sandslash is the evolved form of Sandshrew. It is a ground type Pokémon. In the Pokémon Emerald version it learns dig at level 30.
Level when you get it
Some Pokemon that know, or can learn Dig: Sandshrew, Sandslash, and the Mightyena that I have knows Dig also.
At level 40 it will want to learn dig