The cape you might be talking about is Cerulean Cape, which is north of Cerulean City. Follow the orange and white bridge north from Cerulean to get to the Cerulean cape. The shady guy will first be on that bridge, and then north to the actual cape itself.
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go up to cerulan cape talk to her and i think she should be in the gym
sorry you have to trade it to Pokemon soul silver
Zorua is a 5th generation Pokemon it is not available in soul silver.
you have to trade it from diamond to soul silver and you can't actually catch Roselia wild in Pokemon soul silver.
Mt. Silver or the Pokemon league