Very weird, i expected to be able to interact with them right from the loot window, but this isn't bad either as you can save before dipping into the captured targets pool.You should be able to persuade (inferior option since you cant use peons to improve your people) or enslave them, from the top right dropdown menu.
Also if you have left loot people behind i think you should be able to go back to the dungeon and enslave them, unless you got rid of the dungeon.
Thanks.