It might be possible to detect such a craft, though there's no guarantee of course. It would depend on the size and shape of the craft, it's albedo (ie amount of 'reflectiveness' of sunlight - a charcoal black ship would be harder to detect than a polished silver one), any radiation being emitted from it (eg radio signals sent back home), it's proximity to Earth, and of course it would require a bit of luck for someone to be looking in the right place at the right time. Even if they were, it might be months or years before anyone analysed the data and realised there was something craft-like, and they'd have to realise it wasn't man-made too. By the time all this had happened, the craft could have passed by out of detection range.
There's no way we could capture it (unless it went into a low-Earth orbit, in which case a shuttle could intercept and retrieve it in it's cargo bay). Otherwise, it would be too far away and travelling too fast even if it went into Solar orbit. It would take years to get funding and design a retrieval craft. To capture it would require robotic docking, since the distance would be too great to send a crew and real-time radio communication would be affected by the distance. Robot docking is still quite experimental. Then there's the logistics of sending a ship with enough fuel to return itself and the 'Voyager' to Earth orbit. Assuming, of course, that political will would allow such a return. (Before any return mission is devised, a probe would surely be sent to take photos to determine what the object is, thereby revealing it's alien origins.) Would politicians permit an alien artefact to come to Earth? Talk of disease, invasion, political upheaval, religious considerations and so on might lead them to keep it all quiet and leave the craft where it is, or even push it into the sun.
Personally, I think alien invasion incredibly unlikely due to the cost of interstellar travel. We shouldn't worry about sending messages into space because any alien civilisation which is capable of economically sending an invasion is going to have enough tech to find us anyway. Even we, who can barely send men to the moon, can find exoplanets and determine their atmospheric composition. Anyway, why would they bother coming here? A scouting mission would tell them we aren't afraid to go to war and that we have nukes.
Besides, America has Will Smith and The President, they'll see off any bad aliens. I saw it in a movie :)