How do you know if none of them had surf or fly, dont you have to transfer them to the real games?

Well, I'm not 100% sure, but I think I know how it works.

Okay, so on any regular route, you select the Pokeradar, then click the grass with the "!" above it. The rarest Pokemon in that route take the longest to find, because you have to select the grass with the "!" above it three or four times. By then there will be a "!!" or a "!!!" above the grass, instead of just a "!" which will normally get you a common Pokemon that probably won't excite you very much.

Now, in the Yellow Forest, I believe it is similar. I have caught Pikachu's that I found when there was a "!" and a "!!" above the grass. None of them had Fly or Surf. Those are  obviously the most common Pikachu's, the ones without special moves. On the Yellow Route, I have only encountered "!!!" once during the entire time I have been on the route (I have used the Pokeradar about 50 times since I started using the Yellow Route), but the Pikachu barely escaped from my Pokeball. This leads me to believe that the extremely rare Pikachu's, the ones that you find when there is a "!!!" above the grass, are the ones with Fly or Surf.

Four exclamation points is needed for the rarest to be guaranteed.

I knonw I need to build up watts fresh, but does my step counter carry over between walks on the same day? Like, I have about 10k steps today, and could in theory catch a flying or surfing Pikachu - if I started a new walk, would I need 10k more steps?

Yes, the exclamation points for the rarest pokemon appear four times, but I think the highest it goes is "!!!" For the rarest Pokemon, I see a "!" then another "!" then a "!!" and then a "!!!" but I've never seen a "!!!!" at all.

As for the second part of your post, I'm not sure, but that does bring up a question that I'd like to ask.

So, in one day, does having more steps mean you are more likely to run into a rare Pokemon? Does anyone know?

Yeah, Serebii confirms.

http://www.serebii.net/heartgoldsoulsilver/pokewalker-area.shtml

You can't even see the rarest until you get a certain number of steps.

Okay, that makes sense. Thanks for that link. It helps a lot!

a flying pikachu , dude someone was on drugs when come up with this ...

But deep within your heart, you know that you've always wanted a flying Pikachu...

Guilty ...

Okay, so now I have 4 Pikachu's with Surf... Too bad none of you are my best friends. I'll probably have one extra after I trade with my friends.

But I still haven't found a Pikachu that knows Fly.
I have the Surf HM, but I don't have the Fly HM. Does anyone know if you have to have the Fly HM in order to encounter a Pikachu that knows Fly?