Since there are questions popping up about wi-fi with the release of Diamond & Pearl, let me clarify everything here. Also, all questions go here.

What is wi-fi?
Wi-fi is a form wireless communication.
The DS uses wi-fi for local play and to connect to the Nintendo Wi-Fi Connection over your standard wireless router or a Nintendo wi-fi USB connector.
Over here, we cover aspects of Online Play, that is the Nintendo Wi-Fi Connection.
This guide discusses wi-fi for the games Pokémon Diamond and Pearl, which are for the Nintendo DS. Wi-fi does not work on the Game Boy Advance SP or earlier.

Starting off
You need a standard router with wi-fi capabilities, for a quick suggestion I'd say take a look at the Linksys models, they're common in the market and quite nice, fast and have a good range.
Alternatively, buy a wi-fi connector supplied by Nintendo. Here's a link to it at Play-Asia. This is practically the safe option if you aren't too comfortable with Router configuration.

On your DS Card
On the menu screen where you have the CONTINUE and NEW GAME Options, you also have a wi-fi configuration option, select it and simply follow the instructions.
When setting up wi-fi with a Router, your SSID and WEP Keys are unique IDs for your Router. For more information contact your vendor. Set Auto-Obtain IP and Host Mask to Yes, and continue.
Configuring the connector is simple, but first you need to install your connector's software, which came with the connector. Also, make sure the connector is connected to your high-speed port, aka, USB 2.0.

The Pal Pad and basic wi-fi
At the basement of every Pokémon Center, there is a wi-fi room. The room opens up after you get your first Gym Badge from Roark, in Oreburgh City.
On your first visit, Teala, the receptionist will hand you a Pal Pad. This is basically your record of wi-fi activity which is also used to register your friends. Only registered friends can connect with wi-fi on you to Trade, mix records or Battle.

The GTS
The GTS is found in Jubilife City, but requires the badge from Roark to use aswell. This however, does not require you to register your friends using the Pal Pad.

Getting your Friend Code
Open up your Pal Pad and navigate to Your Friend Code. You need to have your wi-fi connection on aswell.

neway to do it thru no$GBA?

As of yet, no.
However expect capabilities in several months from now. Local wi-fi is already partially supported in the latest build.

And for local how much range should I have?

(yay the first pokemon smiley I used in a post lol)

NO$GBA emulates local Wi-Fi on your computer, so there is no "range".