You can't really. Firstly you would need to trade for the Pokemon exclusive to Sapphire, Emerald, Fire Red, or Leaf Green (depending on which you are missing). Secondly many of the legendaries, like Deoxys or Mew, were only available through special events. You could probably do the trading, but it would be difficult these days I think, but the events are long finished so you can only get those legendaries through cheats.
Of course the trading can be done if you are using an emulator, then you can trade between your own games (there are Youtube videos about it if you don't know how to do this). If you are using a real GBA, then if you had two and all the different games you can also trade between yourself.
