Now if the game hasn't promted you to use the Azure Flute (It should say "The Flute is making strange noises, want to blow into it?"). Go into you key items section of the bag and use the Azure Flute.
Now a stair way made of what looks like light/crystal should appear, walk up and there Arceus will be. Be careful though as it is at level 80.
Talk to him to get the Azure Flute, Then use the top answer i gave to actually get Arceus.