Instructions
Equip a crossbow, since Wild Hunter skills such as "Capture" can only be used with that weapon. All the other skills are either general or Archer skills, which can be used with a normal bow.
Go to any area with monsters in it, open your skill book in the top-right corner and select "Capture." Click on a monster in order to shoot a net to capture it.
Capture any monster in order to clear your list of the earliest captured monster. The capture list holds only five monsters at a time. When a new monster is captured, the oldest monster is dropped from the list and the space is given to the most recent capture. This is the only way to get rid of monsters in your capture list.