Summarize:

If you have missed out on the TM, you're going to have to find, capture, and train a Pokemon that naturally learns the ability Dig in order to get it. In Pokemon Emerald, there are only two naturally appearing Pokemon in the game that learn Dig: Nincada and Trapinch. Some Pokemon can be found through the in-game world, others are only located in certain areas. Both Nincada and Trapinch, however, can be found in the region of Hoenn. To find these Pokemon you'll need to: Go to Route 116 to find Nincada. This route is in western Hoenn; it connects to Rustboro City and Rusturf Tunnel. Walk in this area until you randomly encounter Nincada. Travel to Route 111 or Mirage Tower to find Trapinch. Route 111 can be found in the main region of Hoenn. It connects Mauville City to Route 112. The Mirage Tower will appear at random in the desert along Route 111. Walk in this area until you randomly encounter Trapinch. . Pokemon have certain weaknesses and strengths. You might use these to your advantage when capturing Nincada and Trapinch. However, you should be careful not to do too much damage; doing so will result in the Pokemon fainting and you having to find a new one to capture. Nincada is a small bug-type Pokemon with a decent defense power. It is weak against flying, fire, water, and ice type attacks. It is strong against fighting, poison, and ground type attacks. Trapinch is also a ground-type Pokemon with decent attack power. It is weak against water, grass, and ice type attacks. It is strong against poison and rock attacks. Once Nincada or Trapinch is weakened by your attacks and has low HP, you'll have to throw a Pokeball to capture it. Be sure you have enough of your best Pokeballs in your inventory before leaving to capture one. If you find that your Pokemon are too strong and do too much damage to either of these wild Pokemon, you might want to use attacks Trapinch and Nincada are strong against. This will do reduced damage. This way, you can do small amounts of damage until the Pokemon is weakened enough for you to catch it. . You'll have to train Nincada to level 45 before it will learn the ability Dig, and Trapinch doesn't learn the skill until level 41. This means you'll have to fight other non-player trainers, fight randomly encounter Pokemon, use items (like Rare Candy) to raise its level, or take your Pokemon to the Daycare Center where it'll be trained for you.
Identify Pokemon in the game that learn Dig. Find the best areas to hunt these Pokemon. Capture the Pokemon Train your Pokemon