How do you catch natu on Pokemon diamond?

You can't catch Natu in Pokemon Diamond! Natu is a Generation II Pokemon, meaning it was introduced in the games Gold, Silver, and Crystal. It's not available in Pokemon Diamond (which is a Generation IV game).

If you want to catch Natu, you'll need to play one of the Generation II games, or a game that features it as a post-game encounter or in a special event (like Pokemon Black 2 and White 2).