There are a couple ways to EV train in Gen4:
Vitamins, like Zinc and Carbos, boost your EVs by 10 a piece and raise happiness.
Battling wild Pokemon. All Pokemon have EV yields, like this Bidoofus. (1 HP EV). If you faint wild Pokemon, you get their EV yield. Here is every Pokemon's EV Yield.
Power Items, when held, give you 4 bonus EVs on fainting a Pokemon. So instead of Bidoofus giving you 1 HP EV, you get 5! However, different power items work for different stats. For example, Power Anklet works with Speed but not HP.
Macho Brace, when held, doubles EV gain on fainting a Pokemon. So instead of Bidoofus giving you 1 HP EV, you get 2 HP EVs. A Pokemon like Gengar that gives 3 SpAtk EVs, will give you 6 SpAtk EVs.
Source: Experience