Given your previous question, it appears that you're playing these games on a ROM. I don't believe there's a way to evolve trade critters to their final evolution in this way, but I could be wrong. As Syd mentioned in your other thread, it'd be best to ask someone who's more aware about ROMs in order to answer your question.
If this is a different issue, and you're playing a genuine game, then you need a link cable, as well as another GBA/DS with a Ruby/Sapphire/Emerald/FireRed/LeafGreen cartridge. Go to any Pokemon centre and follow the instructions on the second floor, and you should be OK.