In Pokémon sapphire/ruby/emerald, you can find them by using Super Rod near Ever Grande City. In D/P/Pl, wild Wailord, from what I've seen, are found in between the two lower areas (in the water) of the battle frontier island place by Surfing. You can also catch a wailmer and train it to lv40 to evolve into a Wailord.
You cannot catch Wailord. You can, however, catch Wailmer, which evolve into Wailord starting at level 40.
wailord you have to evole from wailmer and relican you find in dive mode.
You can capture a wailord in route 230. If you can not find it you better capture a wailmer and evolve it.
Yes.
any sea
get a wailmer level 40
Train a wailmer for wailord, relicanth has to be found underwater no other way.
find a wailmer then evolve it
in shinetown city
route 129
you can find it at rout 129
Evolve a wailmer at level 40.