Ability could be given to all troops no matter how they are armed, but if the requirement is that the enemy must be unconcious to be captured (or maybe is some sort of good lock if wrestling has them), then you could capture with any squad, it would just be easier with wrestlers.
Maybe some sort of polearm with string loop in the end could be created? I think they had them in middle ages, so they would be great for capturing enemies, even at longer range so the capturer is less likely to get stabbed.
Units that are routed and retreating should try to run away if possible, and surrender if not. Of course the surrender option might be relative to your fortress reputation: If you are known to torture the prisoners to death, then they rather fight a gauntlet then surrender.
Speaking of which, is there a reason we don't have torture chanbers in the game? I mean we can always create ways to creatively kill the captured enemies, often involving magma or water, but we lack the ability to cut of the hands of the goblin baby snatcher who steps into the cagetrap, and release him as a warning to others. I don't care if that has no effect on the wider game, I just like just laws for crimes.
So far the most succesful method I've found is a tower of judgement: You throw the goblin down the tower. Sometimes they die, sometimes they just get horrible mangled in the fall, but can limb home.
Hmm. I seem to have veered off the course. Back to issue: Ordering capturing enemy = good idea.