like others already said it, you get shedinja by eveloving Nincada into Ninjask with a free slot in your party, i`m not sure about the pokeball thing (i got my shedinja on Sapphire).
But Shedinja isn`t that good as for Wonder Guard.
to defeat a Shedinja you need a Super Effective move , that would be:
-Fire
-Fly
-Rock
-Ghost
-Dark
-Weather Effects (like sandstorm)
-Condition Effects (like Poison)
moves like Fireblast, Sandstorm (-> Tyranitar), Shadow Ball, Fly, Rock Tomb, etc. will instantly kill Shedinja.
Its not that good pokemon, almost everyone has at least a fire type move or flying type move in their team.
i know, i`m telling my opinion here, but it`s true i tried it myself, i got an EV-trained shedinja, and i gets killed after max. 3 rounds.