If you're looking for Sneasel, you have several options for finding this Pokémon in Pokémon Sword and Shield. One of the first places to find them is in the Wild Area, beyond the first place you pass through to get to Motostoke.
To find a Sneasel, you will need to walk to the edge of the Motostoke River in the Wild Area. This area is a great place to find them, but they're going to be north of 25; many of them spawn here at level 27. Because they're slightly stronger, you'll need the second Gym Badge to capture them, so make sure you have that first before heading here.
You have an excellent chance of running into a Sneasel there. There are other later locations you can find Sneasel, such as Giant Cap and Route 10, but if you're looking to capture one immediately, the Motostoke Shore is an early region.
There's nothing special about capturing that Pokémon, damaging it multiple times, giving it a status effect, and throwing your chosen Poké Ball at your target. Capture it and add it to your team or send it to the box.
If you want to turn Sneasel into Dimoret, you need to have your Sneasel hold Razor Claw and then level it up when night falls.