The Pokeathlon Dome did not exist prior to Heartgold/Soulsilver, so it wasn't in Crystal.
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Go to the national park and from there you should be able to the pokeathlon dome in poke mon heart gold.
On Pokemon Soul Silver and Pokemon Heart Gold, you have to defeat the Goldenrod City Gym Leader, Whitney, and then she tells you that the construction for the Pokeathlon Dome is complete.
you jump 1000 times
The Pokeathlon Dome is only in Heartgold and Soulsilver. But, there are contests in Platinum. Just go to Hearthome City and go to the northernmost part of the city to reach the contest hall.
Travel north of Goldenrod City between routes 35 and 36. The Pokeathlon is connected to the National Park.