Once you have obtained Surf (given in the story), Strength (in a house in Nimbasa city), And flash (The circular city, behind the dumpster), You can get Cobalion
First go to route 6 and navigate to the rest stop, Once there surf across the river to the right, and you will find a cave. The cave is dark so flash is needed and strength is needed to navigate past some boulders.
Edit: To actually catch Cobalion you'll need three other things. The first is a Pokemon that knows the move False Swipe (its a move that cannot kill a Pokemon - it always leaves it with at least 1HP), Lots of Pokeballs (Just normal - they're only being used as a time buyer) and two or three timer balls.
Basically, get cobalions health down to half, and then use false swipe to reduce it to 1HP. I sughested pokeballs because they're cheap - throw a dozen of them, and then throw a Timer ball. If you've wasted enought turns, the Timer ball effectively becomes a Master ball. If it fails, just throw a few more pokeballs, and try again.
Many people suggest Ultra and Dusk balls, but these are pricey.
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You can catch the main white legendary, Kyrugem, Virizion, Cobalion, Terrakion, Thunderous, Victini, Zorua, Zoroark, Volcarona, and Landorus.
you catch cobalion
Mistralton cave on route 6.
Leave and return to the cave and Cobalion will have returned. So then you may capture it. I suggest Timer Balls.
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