You probably already know this, but I'm going to say it anyways because I just realized that I gave you an incorrect answer in the Platinum Help thread.
To fight with a friend in the Battle Frontier over Wi-Fi, you have to indeed exchange friend codes, but you meet up with your friend not in the Battle Frontier, but in the normal Wi-Fi room that you access through the basement of any Poke Center. "Frontier" is one of the options on the list of actions that you can take (along with Trade, Single Battle, etc).