The most common way to "catch" an elf on the shelf is to set a trap for them. You can place a small gift or treat out as bait, and then wait for the elf to come and take it. Once the elf is caught in the trap, you can then negotiate with them to grant you a wish or perform a task. Alternatively, you could also try to lure the elf with a song or a game, as they are known to be playful and enjoy a good challenge.