Instructions
Get into a battle. Your female sidekick will show you the shadow pokemon (if there is one involved in the battle).
Use your attacks to lower your enemies hit points -- but don't kill them.
Add a status effect to the shadow Pikachu by using one of your Pokemon's status inducing attacks. Any attack that paralyzes your opponent is a good idea.
Use one of your Pokeballs, such as your "Ultra Ball" to capture the shadow Pikachu.