in the pokecave you have to find the rare pearl
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on your way to mount silver there is a house that you go in and they give steel wing.
On route 209
You can't; unless you attended the event.
Ice type Pokemon in Pokemon Pearl are weak to fighting type moves, rock type moves steel type moves and fire type moves. This has not changed since the first generation (Pokemon Red and Blue/Green) when the steel type did not exist.
It can learn Steel Wing by TM. It can also learn Steel Wing by level up, learning it at level 32.