A Thunder Stone is an evolutionary stone that allows certain Pokemon to evolve when exposed to it. In the third generation of Pokemon games, there is one Thunder Stone in New Mauville, and they can be had from the Diving Treasure Hunter for Yellow Shards.
It depends on thew Pokemon. Most Pokemon evolve by gaining exp. Here are some Pokemon that evolve with a stone. Evee- can evolve into 7 different Pokemon depending on the stone Lombre- water stone pikachu- thunder stone there are many more