You can obtain Soulbound Diamonds through quests or as event rewards.

However non-bound Diamonds can only be obtained through paid purchases in the Premium Shop or Treasure Trove, or by selling items in the Auction House.
In order to buy items in the Auction House, you will need to use Diamonds (non-bound).

The Premium Shop also lists different items that can be purchased with Diamonds or Soulbound Diamonds.

The main reason for the creation of these two Diamonds currency is to avoid possible exploits in the Auction House, where players would create multiple alts to earn Free Diamonds via quests and events and then try to transfer them via the Auction.