You catch them at your own discretion, for the most part, but no catching PKMN in absurd numbers ("I just caught five Pidgeys, three Rattatas AND two Pikachus!") and no catching them in places where they would normally not be ("I ust caught a PKMN at SEA! Woo yeah, Surfin Pikachu!").
And shiny PKMN are RARE. Meaning we may find one or two in the entire RP.
Basically, use your best judgment, and no spiteful PKMN catching (You caught a Growlithe, so I caught a Wailmer!").
“…Judge not what a man has done, but judge what he could have done if he was a different bloke altogether. For art thou a leper? And a leper can changeth his spots…” --Rudy Wade, Misfits (Series 4, Episode 8)