Lax Incense is one of the items you can give to a Pokémon to hold. By holding the Lax Incense in hand, the Pokémon is less likely to be hit by an opponent. This is an important item to have if one of your Pokémon gets hit a lot. This is where you can find the Lax Incense in Pokémon Brilliant Diamond and Brilliant Pearl.
Before you can get lax incense, you must first become the champion by defeating the Elite Four. You'll also need to complete the Sinnoh Pokédex by seeing all 150 Pokémon in the region. After completing the Sinnoh Pokédex, talk to Professor Oak to get the National Pokédex. Go to Snowpoint City and take the boat up to the combat area if you've never done this before.
Since you have the National Pokédex, you will be able to travel north of the combat area on Route 225. Travel north on Route 225 until you reach a house with two trees to its left that can be felled. On the other side of the trees is an object. Cut down one of the trees and take the item to get the Lax Incense.