If you don't have a net you can use a light weight cloth to swoop them out of the air.
I occasionally like to catch a few, then let them go.
When I was 13 I remember collecting several in a jar, which I placed on the ground while I caught more. At one point I turned around to put on in the jar and there was three toads gathered around it. Somehow that must have been like a neon sign advertising lunch.
I released all of the fireflies in a bush down the ally where more fireflies were.
The toads, for their trouble, were given some moths and beetles that had gathered near a window.