You can get it from the Goldenrod Radio Tower, or if you have a Pokewalker, in the Blue Forest.
Yes, the TM Sunny Day is in Pokemon Emerald. You can find it in a cave in the middle of the lake in Route 120 called Scorched Slab.
in the safari zone
You can obtain the TM Sunny Day from the Radio Tower located in Goldenrod City.
it is where you get TM sunny day
use a TM
Only 1 Sunny Day TM can be found in Sapphire, and you can find it on the Scorched Slab, which can be accessed by surfing in the North of Route 120 next to Fortree City
Well, it's pretty hard but try migrating Pokemon that has a move Sunny Day from Pokemon Fire red, Leaf green, Ruby, Sapphire and Emerald. Or just trade with a friend with that move. Forgive this answer. Though I've played this game 4 times with different Pokemon I forget where to find it.
Scorched Slab was only included to be the resting place of the TM Sunny day, which is probably where it's name comes from. But you can fish up Marill, if you consider thoose rare.
Go to the underground and dig in the walls to find shards. It may take a while but you can get TM's from someone. They are sunny day, rain dance, sandstorm.
sunny day found in safari zone
It doesn't leart sunny day by leveling up. It can only learn it with a TM.
To get TM Sunny Day, you must walk east of Fortree City, and there should be a lake. Surf on the lake and head south. You will eventually reach a cave called the Scorched Slab. Head up and there is the Technical Machine Sunny Day.