Get a net and enter the wilderness. When you find a Wildling, clear out any other creatures in the area. Then, face the Wildling and alternate between the net and your monster's attack. You must knock down a Wildling's health before you can catch it. Bring the net down on the Wildling when it is in range. The better your net, the less health you need to knock out before it can be caught. Talk to the Scholar in Yerpa after catching Wildlings. He will make an entry in a book that tells you more information about that Wildling. After catching a certain number of Wildlings, he will reward you with abilities for your monster.