it is in route 42 but it is rare so it will take a while. Also try using headbutt on trees there.
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Yes, you can capture Heracross in Pokemon HeartGold (And in Pokemon SoulSilver). You must go to Azalea Town and heabutt into the trees there, and eventually you will encounter one.
You can catch heracrosses by headbutting trees. But in order to have a powerful heracross your going to have to do some training. sorry.
Heracross is in the Safari Zone. Use an Acro Bike to get across the poles (white lines) and go North. The areas there hold Heracross (they are rare and hard to catch so beware).
you have a chance to get them when you use honey on honey trees.
You have to use headbutt on a "Headbutt Tree". I've heard that the trees outside of New Bark Town is the best place to find one. Although, Heracross is one of the rarest to find.