
Beldum is a late-game find in Pokémon Legends: Z-A. If you're eager to get to it early so you can do most of the Story Missions with it, you can't. The area you find it in is blocked until you're climbing from Rank B to A.
Here's when you'll first run into Beldum in ZA and where you can find it.
Where to find Beldum in Pokémon Legends ZA

Beldum is inside Lysandre Labs, northeast of Wild Zone 7 in the Magenta Sector. You unlock this area by naturally progressing through the Legends ZA Main Story, when you have the "Reaching Rank A" mission. You will find that Lysandre Café actually hides that lab inside.
The lab room you'll find Bledum is to the center left of the lab. Use the mini-map to navigate.
- When you enter the building, go to the left through the door.
- Keep going to the left in the room colored green on the minimap until you take an exit south.
- Go left and go through the north door towards a corridor.
- Take the first door left in that corridor, and you'll find a room full of Beldum.

All the Beldum inside are wild spawns, which means you can try and Shiny hunt them if you want. The best method is probably entering and exiting the lab multiple times, because doing so will reset the spawns and make new Beldum show up, with another shot of rolling a shiny.
Once you evolve your Beldum into Metang and Metagross, you can get a Metagrossite Mega Stone for 360 Mega Shards to equip it and Mega Evolve your Metagross in battle.
If you don't want to wait that long to get a Beldum, your only choice is to have one given to you via trade with a friend who already has Lysandre Labs unlocked. Then, you need to check that the Beldum's level is below the one which Pokémon will listen to your orders. You can verify that in the Save menu.
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