Actually, they just caught them. You see, even though they are cruel they have to catch the Pokemon. Softly caught or roughly caught, either way that's how they caught them. Maybe they got the Pokemon as a birthday present when they were smaller. Maybe they helped the Pokemon, for example James caught his Woobat by giving him food while he(the Woobat) was very hungry. Even evil team members have to be kind while catching Pokemon. Or they just did it the Pokemon Trainer way; beat them up with Pokemon, nearly make them faint, catch with Pokeball, catch Pokemon, build relationship with Pokemon, Muffins?, and new Team Rocket Pokemon.