You capture and auction guys, maybe some random girl with non-unique models if your house gets full. You can capture a maximum of 1 guy and 1 gal per battle. Using whipping cane (either sold in the market or general store) or combat staff (sold in weapon store) as the last hit nearly guarantees a capture. The only time I saw a whipping cane fail to incapacitate is when the target is scripted to not be capturable (or you already incapacitated someone else in the fight and hit the incapacitation limit). Buy and bring rope. Not having rope means you cannot capture anyone. A full party of 5 means you can capture and hold 6 people. A party of 4 can capture 5 people, and so on.
To sell them, you must have visited and entered either the slave market in Watery Eyes or Crystal Heights. You process the captured slave from the handcuffs icon in the lower left of your screen, add them to your household. You then go to the NPC Menu in your house, click the NPC you wish to sell, click the Actions tab, and select Watery Eyes or Crystal Heights.
Alternatively, you can hunt for wild animals (they have the deer head or beaver icon). Bring an NPC with wild-born trait (or Jaeger, a trait unique to Loren who you can hire from Sloppy Moe's). Loren has upkeep. Laika, one of the urchins you rescue, comes with Wild-born. Use a hunting rifle. The crossbow, while more useful in the long run (since it allows for more pelt yield) has hunting roll penalties. You process meat through your facilities menu in your house and cook them into rations to sell during low prosperity or when the price of rations go up in the market.
And try to do bounties from the Town Hall in Hamilton Square daily. Some bounty levels will not be possible early on so you can ignore them. But levels 1 to 3 is possible. If the location is not stated in the bounty, just do normal stuff you do until 6pm. You can then go to Furry's Tavern to ask for where your bounty is. Use the "fast travel" option to move around. In your overworld menu, there is a globe icon on the lower left. Use it to move around locations that are available to get there so you can shave off time and make it back to the Town Hall before closing time (9pm).
The goal is to use these to eventually earn money to build a Workshop or to invest in businesses, in between upgrading your master bedroom, bathroom, the dorms where your NPCs stay, and maybe the kitchen. Workshops are the most reliable money earners later on pumping out knives or auto rifles to sell and business investments provide a steady trickle of money.
Hiring Armand once you can enter Emerald City and the Bank of Ikaanos and setting him as your accountant can be a very good investment.