Open your bag and find your PalPad, if you don't have a PalPad, just go to the Pokecenter basement and you will get one. If you have a wireless trade or battle, you will be asked to add that person in your PalPad. That is the easiest way. The other way is by manually typing each others friend codes into your PalPads. Now you can have Wi-Fi battles together and do other stuff over Wi-Fi
No.
In pokemon diamond and pearl
You can trade, battle, and have voice chats with your friends over Wifi in Pokemon Diamond/Pearl, but to do so you need to know your friends' Friend Codes, and your friends need to know your Friend Code.
trade
sure
there is actually no finish to Pokemon diamond as you can keep trading and catching Pokemon. however, the actual storyline finishes when you become Pokemon champion.
you cant
No
capture the legendary and train your Pokemon
you must have an r4 and then download Pokemon pearl or diamond and press y on Pokemon pearl or diamond and turn on the walk hack my friends told me
you cant youre talking about mystery dungeon
bye dying