Hidden Power is a Special move in Generation IV onwards, but in Emerald, it depends on the type Hidden Power becomes, as Physical/Special is divided by type in this game. For example, if your Pokemon's hidden power is poison type, the move is physical, but if it's ice type, then the move special.
The list of types and whether they are physical or special is in the source.
Physical Moves: http://bulbapedia.bulbagarden.net/wiki/Physical_move
Special Moves: http://bulbapedia.bulbagarden.net/wiki/Special_move