Two ways.
1. Using a Collar (buyable, or can be crafted for some cloth) on an invader when they're lower on health. (You can hold on to two at a time, increases by two more for every Prisoner Cell / Binding Cell you have.) Some also have an ability that lets them capture invaders.
2. If you have a Graveyard and an Altar, you can kill them, retrieve the body, and resurrect it as a zombie. (If you don't mind them being a zombie, that is.)