Where do you find dig?

U can't catch a wailord, you have to catch a it's first wailmer and train it to level 40. Best place to catch one is to go to route 127 and use the super rod. You should find one on you're first try (I did) most of the time ull find them around level 32,33,34. If you keep trying youll find one in the high 30s. I found a level 38 on my third try.
Best way to train it is to battle the news interviewer and her camera man. Unlike most trainers who you have to wait for them to battle you they will always battle you if you talk to them. After you battle them they change places.
1st place--above mauville city (you'll need a Pokemon who knows rock smash)
2nd place--to the right of mauville city(you need to cross the small river...so you need surf)
3rd place is to the right of fortree city.
They moved in a counter clock wise rotation.
Also to make the wailmer level up quicker with it the EXP. Share. So that in every battle itll get 2000 xp.
Don't USE YOUR RARE CANDY!! This method will take you no more then half an hour even if the wailmer is on level 32.

Too find dig go under hints and keep going down and youll see a commment that tells you where to find all the tms
and you also need relicanth to get the golems

You can get TM28 Dig from the Fossil Maniac's little brother. Just visit him in his house on Route 114, West of Fallarbor Town.

Wailord can be encountered on Route 129 by surfing, or obtained by simply training a Wailmer up to Level 40 to evolve.

Please note that in order to get the Three Regi's, you will also need a Relicanth, as well as other items:

HM02 (Fly)
HM03 (Surf)
HM04 (Strength)
HM08 (Dive)
TM28 (Dig)
Fortree City's Gym Badge
Petalburg City's Gym Badge
Lavaridge Town's Gym Badge
Mossdeep City's Gym Badge

Hope I helped.