You will first meet Celio when you travel to the Sevii Islands with Bill after defeating the Cinnabar Island Gym. Celio is a lot like Bill in a number of ways, being a very creative inventor. When you first meet Celio, he will ask that you run an errand for him, officially activating the Lostelle Mini Story across the first three Sevii Islands. However, Celio's main purpose in the game will be found after defeating the Main Story and obtaining the National Pokedex.
The Post Game Story revolves around both Celio and Team Rocket as you travel throughout all seven of the Sevii Islands. The goal will be to obtain both the Ruby and Sapphire so Celio can finish his Machine on One Island, which will take traveling through all the Sevii Islands and defeating Team Rocket once and for all in order to do. Once you have retrieved both the Ruby and Sapphire to Celio, he will complete his machine and thus will allow you to connect Wirelessly with trainers playing Pokemon Emerald in the Union Room.