Instructions
Enter the Pokemon Center in any town and walk up to the computer in the back of the room.
Press "A" when standing in front of the computer. Open the database of Pokemon you have collected and select Rhyhorn from the list. Rhyhorn is added to your team if you have a team spot open. If you don't have an open spot, put one of your current Pokemon in the computer's storage.
Leave the Pokemon center and talk to a trainer you have not battled yet. Alternatively, walk around in tall grass for several seconds. Either method allows you to begin a battle.
Fight with Rhyhorn and win battles. You gain experience points for each battle. With enough points, Rhyhorn levels up.
Continue to gain experience points until Rhyhorn reaches level 42. At level 42, Rhyhorn evolves into Rhydon automatically.