Dawn Stones were not available in Pokemon Sapphire. They were introduced in the Generation IV games (Diamond, Pearl, and Platinum).
Here are the locations where you can get Dawn Stones in the games where they are available:
Diamond, Pearl, and Platinum:
Route 225, Mount Coronet, or with a Pokemon that has the ability "Pickup." In Platinum only, you can also get one on Route 212.
HeartGold and SoulSilver:
From Biker Aiden on Route 17, the Pokeathlon Dome on Tuesday, Wednesday, Friday, and Saturday, winning first prize in the bug-catching contest, on Mount Silver, and by trading Steven Stone for Iron, a Beldum (will be holding a Dawn Stone).
Pokemon Battle Revolution:
You can get a Dawn stone for 7200 Poke Coupons.
Black and White:
Dust Clouds (found in caves, 10% chance of finding a stone), Route 10. In Black only, you can get one in Black City.
Black 2 and White 2:
Dust Clouds, Route 2, Dreamyard, Moor of Icirrus, Join Avenue (antique shop), and in Black 2 only, in Black City.
X and Y:
Route 3, Secret Super Training (Those Long Shots...), PokeMileage Club (Balloon Popping 1), and from Psychic Inver on Route 18.
Omega Ruby and Alpha Sapphire:
Secret Super Training (Those Long Shots...), and Inverse Battle Stop.
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You cannnot get the Dawn Stone in Pokémon Sapphire. Sapphire is a Generation 3 game and the Dawn Stone is an item that was created in the Generation 4 games.
There is not any dawn stone in Pokemon emerald, only in Diamond and Pearl. And the Pokemon that evolve from this stone don't appear in emerald/ruby/sapphire, they become available in Diamond and Pearl.
You can not get a dawn stone in Pokemon Emerald. Infact, the dawn stone is not avalible in any of the Gameboy versions of Pokemon.
You don't. It's not in the game. The dawn stone is only in Pearl, Diamond, and Platinum.
There is no dawn stone in emerald!!!!