A dude dropped it outside of his house at Route 217 in Pokemon Platinum version. The house is kind of far up in the snow, so just go into every house you see (there should be just two) and talk to the people. You don't have to use an item finder or anything to find Rock climb, it's in a Poke Ball just up and to the right of his house.
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The HM Rock climb is on route 217.
Go to mount silver (With a Pokemon that knows rock climb) climb to the top, and challenge Red.
get the hm rock climb
all the beginners can learn rock climb
There is no rock climb in pokemon saphire, but there is a rock climb in pokemon diamond and pearl.