So say that Smeargle has Sketch as a move, and he uses it during a Wi-Fi battle. Would the newly-learned move remain on Smeargle after the Wi-Fi match is over, or would it go back to Sketch?
It would go back to Sketch. In order for a move to be Sketched and permanently kept, it must be done ingame.
It will go back to Sketch.
Source: This has been asked before.