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HM02 is the item that teaches the move Fly. Fly is a two-turn move where the user flies into the air on the first turn, becoming invulnerable to most attacks, and then strikes the opponent on the second turn. It can also be used outside of battle to instantly travel to any previously visited town

Where to find:
The HM for Fly is located in Veilstone City, specifically inside the Team Galactic Warehouse. After defeating the Gym Leader in Veilstone City, you'll need to participate in a double battle with Lucas/Dawn against Team Galactic. Following the battle, Looker will arrive and direct you into the warehouse where you can find the HM on the ground.