How to do that?

i think you have to lower the invader's mind first, but it's only worked once for me, mainly because they break out very fast and then one shot me

drop their health to zero first, then capture with spell or cuffs. fail = death of enemy, success = new servant

you can capture them without bringing their health completely to zero, however it is based on random chance. sometimes they escape, sometimes they are captured. if they escape while at zero health, they just die

The other option is if you have a Graveyard, you can store the body after they die, then reanimate them as a zombie using the Altar.  This tends to be a bit expensive in the beginning, but it's a good alternative to just having them die & not being able to use them as servants when a capture fails.

Of course you have a couple other options you can do with corpses if you are running low on resources.  You can scrap them for meat, as well as sell the corpses on if you have the Trade Market placed in your dungeon.