It doesn't learn. You'll get it by someone and then you can teach it.
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Sandshrew is a Ground type first generation Pokemon. In its sixth generation moveset, it learns the move Dig at level 30.
Some Pokemon that know, or can learn Dig: Sandshrew, Sandslash, and the Mightyena that I have knows Dig also.
I know that Pikachu can learn dig. I also think it's true that Aron can learn dig. I hope I helped you!
it must be taught by TM
Dig is a TM, so you can teach it to it at any level.