How do you use fly on Pokemon diamond?

If you would like to use the HM(Hidden Move) Fly to get from place-to-place, you must first get a Pokémon that will be able to learn the move Fly. Only Flying-Types Pokémon can learn this move, and it can also be used in battle.

After you have a compatible Pokémon, you need to get the move Fly.

I'm not too sure where it resides, but you need to boot it up in your TM's/HM's pocket.

Teach it to your Pokémon, then to fly somewhere you go to the start menu(X button) and go to 'Pokémon', and click on the Pokémon you taught the Hidden Move, Fly, to.

Then when the sub-menu pops up, the Word 'Fly' will be in blue. Select that and a map will open, accordingly. You may now pick the place you wish to fly to. You have to have been to the town to fly to it.