While Zeraora is appearing in Max Raid Battles throughout Pokemon Sword and Shield right now, you can’t actually catch it right now.
Even if you do manage to defeat the Thunderclap Pokémon and complete the raid, there is no prompt to throw a Poké Ball. Instead, you will be sent straight to the reward screen before exiting the raid altogether.
This is similar to the Mewtwo limited-event that set the standard for this type of Max Raid Battle, where the challenge is very high, but you don’t actually get the payoff of capturing a Legendary Pokémon.
Just because you can’t catch Zeraora right now, however, it doesn’t mean you can’t still obtain one. In fact, Game Freak has already said that if enough people complete the limited-time raid, every player will receive a free Shiny Zeraora for their time.
Zerora is set to continue appearing in Max Raid Battles until June 28, which is the cutoff for the event and when Game Freak will tally up the numbers. If more than 1 million trainers have Zeraora defeated, a Shiny Zeraora will be distributed through Mystery Gift after the conclusion of the event.
Outside of that, you will need to transfer the Electric-type in from Ultra Sun and Ultra Moon using Pokémon Home. But if you didn’t participate in the old distribution event or don’t have access to the 3DS titles, you will need to wait for a little bit for a chance to claim Zeraora.