Rock Climb is obtained via the item HM08 in Pokemon Platinum and other Generation IV Pokemon games. HM08 is found in Route 217 near a hiker's house.
Walking is difficult in Route 217 because the area is buffeted by a blizzard. The item is on the ground, but it cannot be seen due to the snow accumulation. To find HM08, the player must stay to the left side of the route until he comes across a house. The item is found behind the house on the right side. The player must press A in the precise spot behind the house to obtain HM08. Using HM08, one can teach Rock Climb to a compatible Pokemon.