Every copy of Pokemon HeartGold / SoulSilver comes with a Pokewalker. The bundled accessory is a pedometer of sorts, reminiscent of Pocket Pikachu.
You upload one of your Pokemon into it, choose a course, and then you take it for a walk or, if you’re like some people, you attach it to a fan or something and just let the “steps” rack up. This increases your Pokemon’s friendship as well as its level. However, the main purpose of walking so much is to increase a parameter called “watts.”
Item finder allows you to find items specific to a course in a small mini-game that is more or less luck of the draw.
Pokemon Training allows you to find, fight, and capture Pokemon, again specific to a course, in another mini-game. This is how you can catch some of the Hoenn and Sinnoh Pokemon that are missing from the main game.
If you can find the right course, you may also find and catch a flying Pikachu!