go to route 127 and 128,then go underwater.
Find the key at a under water cave
there is no key. you have to look for Wallace, and he's located by the cave of origins
There is no key it opens when you become a Pokemon champion.
select
there are lots of special places in emerald! the battle frontier, artistan cave (smeargle) , sealed chamber, island cave (regice) , desert underpass (ditto and the other fossil you did not collect) , mirage island (wynaut) , desert ruins (regirock) , ancient tomb (registeel) , sky pillar (rayquaza) , marine cave (kyogre) , terra cave (groudon) . Key: the names in brackets are the Pokemon that can befound there.
you go to the town above it. sootopolis city. and then you talk to the people in the city . if you talk to everyone and nothing happens, then you have forgotten to do something in an underwater cave. if you talk to every1 and you did something in the underwater cave, then someone will let you into the cave of origins. you will meet Wallace and he will ask you something. you say sky pillar and he will give you the key. p.s. the 1st time you see rayquaza, you can't catch it. the second time, which is after you defeat the elite four, you will have 1 chance to catch it.
In Aegis Cave
Western cave there are several keys.
Watson gives it to you
To get to new mauville
where you use the key to turn on the quary.
You find a cave, go into it, then find a legendary pokemon, catch that pokemon, and then leave the cave.