You can not catch mudkip in Pokemon Xd.
You can however catch the Johto Starter, Totodile, Chikorita, and Cyndaquil by completeing mt. battle without exiting or switching Pokemon from begining to end (MUST select NEW CHALLENGE)
and to gat a mudkip you must trade one from Ruby/Sapphire/Emerald
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you don't catch raikou in xd only in colosseum.
You can only get celebi in Pokemon XD by trading. The only way I know you can get a celebi to Pokemon XD except from events is the Pokemon Colosseum Bonus Disc.
for a list of all the shadow Pokemon you can catch and their locations try this site. http://www.serebii.net/xd/Pokemon.shtml ^^
You do not catch Raikou in Pokemon XD but you can in Pokemon Colleseum.
You can't.