Shaymin cannot achieve its sky form in Pokémon Diamond. Shaymin requires the use of a Gracidea flower for this transformation, and the flower is only available in certain games released after Diamond.
The Gracidea flower necessary for Shaymin's transformation to its sky form, was introduced in Pokémon Platinum two years after the Pokémon Diamond edition was released. In Platinum, the player can find a Gracidea in Floaroma Town from a nonplayer character and must use it on Shaymin during the day to achieve the flower's desired effect. However, the Shaymin in question must be obtained through the use of Oak's letter (another key item) or through a special Pokémon event.
Oak's Letter, in Platinum and subsequent games, must be obtained through a special Nintendo event via Wi-Fi. Oak's Letter initiates a legendary-Pokémon event that gives the player access to the Shaymin, which is needed to complete a transformation to sky form.
In the Platinum edition, a woman standing on a dirt path in Floaroma Town gives the player the Gracidea. In subsequent games, like Pokémon HeartGold, Pokémon Black 2 and Pokémon Omega Ruby, the Gracidea's locations are different and can include areas such as Goldenrod City, Striaton City or even a house on Route 123.