[Himura]

oops, I forgot to mentioned that you need to use a Soul gem already have soul in it. You can buy those from enchanters (expensive) or do it yourself.

as Case00 said, if you want to make a trapped soul gem yourself, first you need at least 1 empty soul gem (you need better/larger ones for higher level enemy) pick a monster, cast trap soul spell on it, then kill it within the time limit, then you will have the soul trapped in the gem in your inventory.