Instructions
Climb up Mt. Ember, collecting as many Ultra Balls as possible. A collection of rocks will block your way at the top.
Employ Strength to move the rocks so that you have a clear path up. Move the first rock on your right up, and the one on your left over further to the left. Push the next rock up over to the left and the one above it up. Move that same rock to the right twice and you will be able to walk up to Moltres.
Save your game here in case you fail to catch Moltres or it faints. You will then be able to start again at this point.
Start the battle with Moltres. Use the Surf attack to weaken it greatly. The goal is to weaken it as much as possible without knocking it out. Use a Psychic or Confusion attack to continue to weaken it. Once its health is low enough, you can use sleep powder, though it is not necessary.
Throw Ultra Balls continuously at it once it is weakened. Do not attack more, as you could make it faint. Have a Pokemon out there that can handle a lot of damage. Switch out Pokemon before they faint. With patience an Ultra Ball will eventually work and you will capture the legendary Pokemon Moltres.