A number of Legendary Pokémon have been confirmed in multiple forms of canon as being parts of a species (rather than one-off individuals). Similarily, multiple forms of canon confirm that some (weaker) legendaries can be defeated - and indeed, Legendary Pokémon have been shown to be parts of the teams of some particularly remarkable trainers (such as the Pyramid King Brandon). Therefore - it should make sense that some Legendary Pokémon can be captured.
However, capture and ownership of a legend is no easy feat, nor is it to be taken lightly. Your characters are allowed up to ONE Legendary Pokémon each for obvious balance related concerns - and legendaries must be earned. To get permission to capture a legendary, contact @StellarWind Elsydeon with your request, complete with an up-to-date character bio, as you would with a Bonding situation. However, note that for a capture situation the character must be a very good trainer that has been doing this for a while - and you must be able to prove it.
If you are a good and trusted RPer, mature enough and meeting a certain standard of quality - and assuming your character is deemed good enough to handle a legendary - you will be tentatively approved to capture a legendary. Once you receive permission, you must detail the capture of the legendary. This can be done in the form of an RP or a fan-fic - but in any case, it must be submitted to our approval. The capture must be sufficiently difficult and convincing - and if we deem it so - congratulations, your character has captured a Legendary Pokémon.
Bear in mind that with great power comes great responsibility. You may use your Legendary in RPs that you have created - but if you intend to involve a character who has a Legendary in another person's RP, ask for the thread creator's permission. Needless to say, we will put a certain limit on the amount of Legendaries owned - can't have the entire universe run around with a Darkrai or something, now, can we?