There are 493 Pokémon in Pokémon Shining Diamond and Shining Pearl. Many of them evolve simply by leveling up, but some require a bit more effort before evolving. Some Pokémon will first need to learn a specific move. One such Pokémon is Yanma which evolves into Yanmega.
To get Yanmega in Pokémon Brilliant Diamond and Shining Pearl, you will need to teach Yanma the Ancient Power move. Once Yanma learns this move and levels up, it will evolve into Yanmega. Yanma learns Ancient Power at level 33 and won't evolve without knowing it first.
Related: All HM Locations In Pokemon Brilliant Diamond & Shining Pearl
Yanma and Yanmega are bug and flying type Pokémon. Yanma can only be found after acquiring the National Pokédex. Once you have this, Yanma has a 10% chance of being one of the six daily Pokemon in Pastoria City's Great Swamp. You can use the binoculars to see which Pokémon are there.
Yanmega has a fantastic special attack and speed which, combined with his Speed Boost ability, makes him an excellent special sweeper. If you have no interest in using the Pokémon, you will still need it to complete your Pokédex.
For more information on Pokémon, see How to Get Tangrowth in Pokémon Brilliant Diamond and Shining Pearl and Will There Be a Pokémon Platinum Remake? on Pro Game Guides.