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Unfortunately, Nintendo DS emulators are currently unable to use Nintendo Wi-Fi Connection with commercial ROMs, which I assume that you're using with this emulator.
It's possible You have to have a computer connected via an Ethernet cable though, if you're on a laptop and are using wireless you can't do it. Personally I haven't been able to get 4th gen Wi-fi to let me have full battles, but 5th gen works pretty much flawlessly.