In order to capture someone as a prisoner you have to fulfill the following requirements:
1. You must have one or more levels in the prisoner managment skill.
2. The unit that you want to capture must uncouncious and alive (see below).
Q: How to make a unit unconscious?
A: "Kill" him using blunt damage. Lots of weapons in game deal blunt damage. A weapon whose damage code number is followed by b deals blunt damage. The horses charge (when your horse bumps into an enemy unit) deals blunt damage as well. I remember accidentally knocking a few unconscious with my charger while trying to do drive-bys.
Important Side Note (1): In bigger battles, sometimes, the unconscious units might heal up and become conscious again. So, let's say you need 4 footman prisoners. Do not go killing everything after you have exactly four of them unconscious, but knock them all out unconscious just to make sure one of them doesn't heal up and you accidentally kill him instead, ending up with less prisoners than you
needed.
Important Side Note (2): You can also get prisoners from battles when helping allies in their battles, but keep in mind that just like the loot is shared, prisoners are also shared, meaning that if at the end of a three-teams battle there were ten knights, you'll probably have only five or less avaliable for capturing.