How do you Catch Celebi in HeartGold or Soulsilver?

You can't. The only way to legitimately get Celebi is through a Pokemon Event.

However, you can get Celebi through GameShark codes, or you can try the Celebi Egg trick (You can google or YouTube these, you will definitely find something immediately). I wouldn't recommend the Egg Trick, as you have to be very precise, and doing it wrong could result in ruining your data.