Action replay is just a device that uses codes(or cheats) to exploit games into doing many things like finishing the game faster, getting items or exploiting pokemon that cant be normally caught. Codes are just implements of data that input into the save of the game from the cheating device. You find codes for the device online from websites that post them around and you use them while the device is connect with the game, to do basically whatever you want. Pretty much pokemon you catch from cheats are consider illegit, and something you should avoid. But if you dont really care, and if you really want darkrai, then go for it, just be aware people can criticize you from doing so, if tell them so.