I want to train my Combusken even more so it can evolve, and I think my Aron holding the exp share will get more exp too.
You need to get the Lucky Egg off of wild Chansey or Blissey in Pokemon Fire Red/Leaf Green (5% chance of the item being held) and then trade a Pokemon holding it to Emerald.
There is no other way to get a Lucky Egg in Emerald.
Source | Chansey Page
The Lucky Egg can only be found by a wild Chansey (only available via FireRed LeafGreen). It is attached on wild Chansey, and there is a 5% chance a Lucky Egg will be attached on it. The Lucky Egg must be traded over to Emerald from FireRed or LeafGreen.