In Hell next to the man in black
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you buy it in the game corner with coins after you get the coin case
you can get the TM thunderbolt if you suck your dad off
TM24 (Thunderbolt) is located in the P2 Laboratory.
It can learn Thunderbolt through TM.
You can't get an HTM for thunderbolt if that's what you mean. Usually pokemon come with the skill thunderbolt like an ampharos, my ampharos learned discharge, thunderbolt, thunderpunch, and recharge. Also a large amount of electric pokemon come with this move or earn this move from evolving.