First, you must beat the seventh gym leader (Candice in Snowpoint City). Then, go to the Veilstone Galactic building and there should be a grunt standing outside by the sattelite that is to the right. Talk to him, and he will talk to you then run away. He will drop an item. Pick it up. It is the Galactic wearhouse key.
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in veilstone city the team galactic warehouse the HM fly will be their.
In the galactic warehouse to the left of the Galactic HQ
If you mean where you can get Fly, it's in the Team Galactic warehouse (nearby the HQ) in Veilstone City. You will not be able to access the warehouse, however, until after you have beaten the gym in the city.
The Galactic Grunt in Pastoria City has it. You need to bet the Gym to get it.
You need to teach it Fly. You can find the HM Fly at the Team Galactic warehouse, but you need to defeat the Gym Leader of the city first.