How do you capture a hero in Evony?

You can capture a hero several ways.

First and most likely is someone attacks you (probably a scout bomb) and loses. When you win the attack if you have a vacancy in your feasting hall you have the potential to capture the attacking hero.

Another way is the capture a city. When you do you sometimes capture the heroes that are in that city. Check in the feasting hall to see what you have captured. Also remember to check medic camp to get the troops out.

You can also capture heroes that are defending valleys or npcs if you capture them.

I have been told that you can also (but seldom) capture a hero from a failed scout however I have never seen the actually happen.