Instructions
Press "Start," then go to the "Roster" menu on the main menu screen. Select "Customize Roster."
Highlight your desired legends on the special "Legends" teams and move these players to currently existing teams. Alternatively, you can allow Legends teams to play in the league during a season by highlighting the whole team, but most players just pick and choose which legends they want to draft.
Start a Season mode and check the option for a draft. You will need to make room on your team, especially if you also checked the options for salary caps, but you can choose to trade for the legendary players you've added to the roster.