Riley's first appearance in Diamond, Pearl, and Platinum is at Iron
Island. He helps the player to get through the deep mines on the
island, and assists in the defeat of some Team Galactic grunts. After
the Grunts have been defeated, Riley offers the player a Pokémon Egg
that eventually hatches into a Riolu. In Platinum, he will give the
player HM04 (Strength) before he or she enters Iron Island's cave.
So you get to Canalave city, get on the boat to Iron island and then walk up the small path to the cave enterence