Here's where you can find it:
* In Pokémon Diamond and Pearl: The Dawn Stone is found on Route 224.
* In Pokémon Brilliant Diamond and Shining Pearl: You can get the Dawn Stone from the Grand Underground. It is found as a rare item in the Underground Lake.
The Dawn Stone is a rare item in the games. It's used to evolve certain Pokémon, so you'll have to keep looking in the Underground until you find it.