They are Legendary Pokémon, and you can only catch them in SoulSilver.
Here's how you can catch them in SoulSilver:
1. Beat the game: You need to have finished the main story and obtained the National Dex.
2. Find the Legendary Beasts: You'll find Entei, Raikou, and Suicune roaming the Johto region randomly. Their locations are dynamic, so you'll need to keep exploring!
3. Use a Master Ball: This is the easiest way to guarantee their capture.
4. Prepare for a battle: They're powerful Pokémon, so make sure you have strong Pokémon with good moves and status moves like Thunder Wave or False Swipe.
Remember: You can use an item called "The Rainbow Wing" to find the Legendary Beasts faster. This item is found in the Ruins of Alph, a secret area accessible after the story.
Good luck catching them!