Legends is more of a pokemon catching game than a battling game. Catch more under certain circumstances i.e. "catch while unnoticed" meaning while you're crouched in some grass or using certain moves or certain styles (fast or strong). It's all in the pokedex thing you have. Once you have the points that you need, talk to Cyllene in Jubilife village and you'll level up. In total I think you only need to get like 5 stars out of 10 to complete the game so you really don't need to grind super hard if you don't want to.