They are hidden in grass (underwater and above water) and in rocks and walls. Press A, and you should find the shard.
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You can find different colored shards when you dive. When you see little dark spots on the bottom of the ocean they're items.
The color shards you can find in Pokemon Platinum are Red, Blue, Green, and Yellow Shards.
You cannot buy but you can teach your pokemon new moves in exchange of shards.
Pokemon Ruby has Pokemon that Pokemon Sapphire does not and Pokemon Sapphire has Pokemon that Pokemon Ruby does not.
There are four shards in Pokemon Platinum- red, blue, green and yellow. They can all be found in the Underground.