The relocator is used on all the Gen IV games. (DPPtHgSs)
It is used to transfer these Pokemon/items over from them: event Celebi, event Shiny Raikou, Entei, and Suicune, and the Lock Capsule.
Celebi: Let's you obtain Zorua in Castelia City.
Shiny Raikou, Entei, or Suicune: Let's you catch Zoroark in Lostlorn Forest.
Lock Capsule (Currently unreleased): Let's you take it to Mr. Lock in Castelia City and obtain TM95 Snarl.
The reason why it doesn't show up is because for Platinum, instead of going to the game itself, you need to select DS Download Play.