For catching a zapdos.First you will need at least 20 ultraballs.Second you will need a pokemon that can sleep the rival pokemons.
Now to catch zapdos first weak it and then sleep it and start throwing ultraballs at it. You will catch it after 10,11 or 12th trial
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The master ball but i would suggest not using it on zapdos.
Of course, a Master Ball catches any Pokemon without fail, Legendary or not.
Yes, you can catch Dialga without a Master Ball. Dialga can be caught with any kind of Poké Ball but Dusk Balls and Ultra Balls would be the better options.
Any Pokémon is catchable without the Master Ball, though some-especially Legendaries-are harder than others.