You'll need to go to the Safari Zone when you have the National Dex. You'll need to put down 21 Rocky objects in the area Forest and wait for 70 days.
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You cannot catch Beldum in Pokemon HeartGold. However, you can trade for it. After you have gone to Silph Co. and met Steven to get your Hoenn starter Pokemon, you can go back after a little bit to find him again, and he will give you a Beldum if you trade him a Forretress.
trade that steven dude for an evolved pineco
you will find beldum in the cave
Lvl 20. I recomment serebii.net for Pokémon evolutions and where to find them. Just search your pokémon + serebii.
he gives you beldum, a Pokemon from hoenn. you can't catch beldum from hoenn in jonto or kanto so don't refuse the offer!