Q:

How did they capture all of the Symbiotes in the Venom movie? 

At the start of the movie, they are already in the spaceship with the Symbiotes. 
So how were they able to capture the Symbiotes in the first place? 

A:

They wanted to be captured so it was easy to get them.  

From an IGN interview with the VFX supervisor Paul Franklin, he says: 

"We see, at the beginning of the film, the moment when the symbiotes are collected up by a Life Foundation space probe which finds them on a comet drifting through space, approaching Earth". 

And as further said by Franklin, 

"The symbiotes seem to actively want to be collected.  Because it’s all part of their plan to come to Earth.  They’re looking for planets where they can find hosts to inhabit.  They’ve never really found a place where they can exist in harmony with the life forms of whatever planet they find themselves on". 

So, to answer your question, the Life Foundation space probe found a comet with lifeforms (the Symbiotes) on it.  The symbiotes merely allowed the probe to capture them (and take them back to a habitable planet where they could find suitable hosts).