Lucario is a Generation IV Pokémon and is not available in Generation II games like SoulSilver.
You can, however, obtain Riolu, Lucario's pre-evolution, by:
* Trading: You can trade for a Riolu from a Generation IV or later game.
* Event: Occasionally, Game Freak has released event codes for Riolu in SoulSilver. These events are rare and usually time-limited.
If you are looking to catch Lucario, you will need to play a game from Generation IV or later.