After you beat the champion, go to Mr. Pokemon and he will give you either a Red Orb or a Blue Orb depending on which game you have. Also, when you get both Groudon and Kyogre on one HG or SS, you can get Rayquaza.
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in pokemon heartgold after you beat red and get your 2 starters you go to mr. pokemon and he'll give you the blue orb to kyorgre
If you have Pokemon Heart gold you get the blue orb from mr. pokemon.I'm not sure if you can get the blue orb in Pokemon Soul silver
You defeat Red on top of Mt. Silver. Talk to Mr. Pokemon and he'll give you the blue/ red orb.
you must first beat red at the top of mt. silver then go to Mr Pokemon. But only if you have heartgold.
In Heartgold, after you get the National Pokedex and receive a Kanto starter and a Hoenn starter, talk to Mr. Pokemon. He will give you the Blue Orb. With the Blue Orb, you must go to te embedded tower, where you will find Kyogre waiting to battle you at level 50.