At any pokemart. It can also be used to get moves from move tutors. the move tutors are at the first house you cross in Route 212, A house ahead of the Snowpoint Gym (Go right), and the Survival Area (The place where you can use Rock Climb. It's in a corner.).
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There are four shards in Pokemon Platinum- red, blue, green and yellow. They can all be found in the Underground.
The color shards you can find in Pokemon Platinum are Red, Blue, Green, and Yellow Shards.
You can get them underground.
You can trade them to the move tutors so that your Pokemon can learn different moves.
There is a move tutor west of pastoria city who will teach it to one of your Pokemon for 6 blue shards and 2 red shards ;)