At the start of the game or after any season finishes, go into the transfer market and search with the details:

All Players
Transfer Limit: 0 pounds
Min Potential: which one you need
Position: which one you need
Side: which one you need
Age: any age
Search: all countries

After doing this, the game will display all the players above your potential level who have been released. It is possible to sign Henry, Terry, and Ronaldinho this way. You may need to wait until a particular player becomes available.