Hey! To evolve Steelix you need to have your Onix hold a Metal Coat and then trade it over link cable to another Gold/Silver/Crystal game. To get the Metal Coat you either need to wait until you defeat the Elite Four and then hop on the SS Aqua and there's a man that gives you it, or you can get TM Thief in Mahogany Town (or find a pokemon that knows it) and use it on Magnemites until you can steal one. Keep in mind there's a very low chance (probably like 1% or less) of a Magnemite holding a Metal Coat, so that method may take a while.
Just to reiterate: You're going to need to trade the Onix holding the coat from one game to another, so if you don't have a link cable, and own another GBA/GBC or have a friend that does, your only way to do it is to use a cheating device to make the evolution happen, which I wouldn't recommend.
Hope this helps!