To get Shieldon, you must first get an Armor Fossil (you can find those by mining in the Underground with your Explorer Kit).
Once you have the Fossil, head to Oreburgh City and go to the mining museum. Talk to the person at the counter and ask her to revive the Armor Fossil. You will then receive a Sheildon.
NOTE: The Armor Fossil is exclusive to Pearl, so if you have Diamond you will have to trade to get Sheildon.