Your adventure in Pokémon Sword and Shield doesn't end after you defeat Champion Leon. You still need to catch Zacian and Zamazenta, and you'll need to go on another journey across the Galar region to do so. Buckle up because you'll face some of the toughest challenges yet. It would be wise to have a team of Pokémon that are close to Lv. 70 or higher.
Note: The following contains story spoilers for the end of Pokémon Sword and Shield.
Defeat Leon and visit the Slumbering Weald
You'll need to defeat Leon in the Champion Cup and become the new Champion of the Galar region before you can catch Zacian and Zamazenta. After beating Leon, you'll start back in your house at the beginning of the game and be greeted by Professor Magnolia, who rewards you with a Master Ball. Exit your house and enter the Slumbering Weald through the gate on the left.
Go all the way to the end of the Slumbering Weald until you find the area where you first found the rusted sword and shield. Two brothers, named Shielbert and Sordward, will show up claiming that they are ancestors of Galar's first kings and thus rule the land. You'll battle one of them and defeat him, but your rival loses to the other.
The brothers will begin Dynamaxing Pokémon across the region, so you'll need to head to Wedgehurst's Pokémon Lab, where Sonia can monitor Power Spot Detectors to see where these Dynamaxed Pokémon are occurring. You'll need to travel to 7 gyms (with the exception of Spikemuth) and defeat a Dynmaxed Pokémon in each stadium, all the while battling the brothers a couple more times along the way. At this point, you'll want to go to Hammerlocke Stadium, where you can encounter either Zacian or Zamazenta on top of the Energy Plant where you first battled Eternatus.
How to find and catch Zacian and Zamazenta
Depending on your game, you'll first need to subdue the other version's legendary before getting a chance to catch yours. Meaning in Pokémon Sword, you will battle Zamazenta before being able to catch Zacian, and vice versa for Pokémon Shield.
No matter what, you can't catch the other version's legendary Pokémon, so don't bother trying to. After knocking out the first one, you'll then be allowed to catch Zacian (Sword) or Zamazenta (Shield). They will both be Lv. 70. This is where it would be wise to use the Master Ball that Professor Magnolia gave you as it has a 100% catch rate, but you can also whittle down the Pokémon's health enough and try using another type of Poké Ball. I also highly encourage saving before you initiate the battle in case you accidentally knock it out.
Congratulations on your new legendary. You're that much closer to completing your Pokémon Sword and Shield Pokédex. If you want to have even more legendary adventures after you catch Zacian and Zamazenta, consider picking up the Pokémon Sword and Shield Expansion Pass.
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