Well, they're's 3 different ways:
1.) Like you said, transfer the Gamestop Celebi over to your Black/White game. There is a building at the other entrance to the City where you can obtain the Relocator (special method to transfer the three legendary dogs and Celebi) Go to Castelia City and find a building with a man standing in it. This man will be facing the right hand wall and wearing a scientist like outfit. If you find the right person, he'll give you the chance to enter four words. Enter the following:
Simply go to one of Castelia City's gates. If you're at the right one, there will be a girl standing inside next to a Pokemon. When you talk to the girl with Celebi in your party, Celebi will pop out of it's Pokeball and Zorua will change from it's Illusion. After this time, you will be given Zorua as a gift.
2.) A kid in Castelia City will talk about Zorua and then its in your pokedex. Then ask/trade for one on the GTS.
3.) If you have the shiny event Entei, Raikou, and Suicune, you can later encounter a female Zoroark and then just breed it. You obtain Zoroark in Illusion Forest after you transfer one of the shiny beasts over.
Hoped this helped!