The Lock Capsule is a special key item present in Pokémon HeartGold and SoulSilver. It has no use in these games and has not yet been made legitimately available.
Source: Bulbapedia/ Lock Capsule
So no, it is not available and it NEVER was. I have been waiting too. The same thing happened with the Azure Flute. It was never released and it was meant for Pokemon Platinum. Maybe in the future, if GAMEFREAK remembers...