You need to head south from Sandgem Town and go all the way to the end of Route 221. Surf is required, and you also need to have beaten the Champion at least once.
You'll be in a location called Pal Park. Talk to the attendant, and you'll be able to go hunting through the grass for the Pokemon you migrated. The only Pokemon you'll find are the ones you migrated - you'll throw a Park Ball at each one, which will always automatically catch any Pokemon. After that happens, they'll automatically be put into your PC Box.
After you go to Pal Park once, you'll be able to use Fly to reach it any time. In HGSS it is in Fuchsia City instead (which you can Fly to once you reach there).
Ah yes. If you have any other quick questions like this, you can ask it in the announcement thread Diamond/Pearl/Platinum Q&A