You are able to find it in Vielstone. Once you defeat the gym leader there, go to the Galactic warehouse and beat the Galactic grunts. Then Looker comes and then go in the warehouse. He will then show you the Hm Fly.
Where Do You Get Fly In Pokemon Platinum?
It is in the galactic warehouse where you fought those galactic grunts in a battle in veilstone city
At route 410
Its in the galactic warehouse in veilstone city