I looked through the site but I didn't find much that can help me. If this has already been asked just link me and I will happily hide this. I just didn't find much on my search. Thanks!
OK I understand it it in the Desert resort still (?) and it is found at Lv35. But thats about it. So I wonder if anyone can please help me?
Yes you can catch it before the E4.
It's not exactly the Desert Resort - Volcarona is at the Relic Castle. The part that it's in is only accessible by the Relic Passage. It'll be at level 35, and you catch it just like any other Pokemon.
Marriland guide - Relic Castle