You have to buy the barns first. Go find a kitty in town and talk to her.I may be stupid but how do i capture anything? Everytime i "win" it states not enough space. applies for foxens and everything else in the forest I could find
Once you have the barns, make sure they are not overcrowded. You can keep no more than 60 creatures in one barn, which includes both captured ones and their offsprings.