How do you get the jade orb in Pokemon Heart Gold?

You cannot get a Jade Orb in Pokemon HeartGold. The Jade Orb is an item from Pokemon Ruby, Sapphire, and Emerald, and it's used to evolve the Pokemon Sceptile into Mega Sceptile.

It is possible that you are thinking of the Shiny Stone, which is found in Pokemon HeartGold. It is used to evolve Roselia into Roserade and Togetic into Togekiss.

Let me know if you have any other questions about items in Pokemon HeartGold!