Ok so you have to have the National Pokedex. Then you fly to Canalave City. Go int the house next to the sailor who takes you to Iron Island. Talk to the boy in the bed then talk the mom. Then go outside and talk to the sailor. He will go on about his son the he will ask you to go to Full Moon Island for him. Go into the opening in the trees. You will see Cresselia and she will fly away. The Lunar Wing is in the pokeball.
Chat with our AI personalities
After getting the Lunar Wing in Pokemon Diamond, Pearl or Platinum you can take it to Canalave City. In Canalave city is a NPC called Eldritch who is the same one who took you to Fullmoon Island. Giving Eldritch the Lunar Wing will wake his son from his nightmares.
You can't; unless you attended the event.
You don't get Ho-Oh's lunar wing, you get Cresselia's Lunar wing when you go to the island when the child of the sailor in canalave city falls sick...
in canalave city, go to sailor eldritch's house post hall of fame. his son is sick and he needs the lunar wing to make him better. he takes you there where you will meet cresselia. it runs off and leaves the lunar wing. sadly you have to relinquish the lunar wing now because the sailor needs it. now cresselia is flying around sinnoh like mesprit, awaiting capture.
Get your National Pokedex and talk to the sailor in Canalave City. He'll ask you to sail to Fullmoon Island for a Lunar Wing to cure his son, put to sleep by Darkrai.