Cresselia is found by going up to one of the islands (I'm sorry, I can't remember what it's called :P) by going up to Canalave City and asking the Sailor at the ship if we can go there.
Then, you'll be at the island, and inside you'll see Cresselia. You will interact with Cresselia by clicking 'A', and then it will roam Sinnoh. I think that's the way you can SEE it, filling up part of your Pokedex.
You will find an item once you have talked to Cresselia BTW. Pick it up - I think it's a Lunar Wing. (Again, sorry if I'm wrong. I haven't played the game in a while. xD)
Hope I helped. :)