But it went instantly into my inventory and if I drop it it's just a bag. I guess I can't use T on the bag? How do I get it out?
Your inventory was probably full. When you try to pick something up and your inventory is full, it'll drop to the ground as a bag. Just free up some space in your inventory and you'll be able to pick that bag up. Make some chests if you need to put extra stuff in--those can be handy. Having a bunch of them in your base is usually a good idea to store stuff.
Also, keep in mind that 'dismantling' an animal will typically fill more than one spot in your inventory. So if your inventory is full with, say, a live pig and you try to dismantle it, the pig's spot will be replaced by one item (like raw meat) but then two extra items (poop and hide I think) will drop to the floor as bags.
I tried that, he smashed her head against the floor and I had to click but it didn't do much. She freed herself with full hp.
You probably didn't click fast enough. Watch the white bar under her red HP bar. That's your target's stun points. You need that white bar to disappear before the blue circle empties.
It gets easier as you gain more experience and level up.
Also, using clubs and other types of stun weapons can help in the beginning (or for special creatures).