Don’t. 🙂
On a serious note (as I can see that my editor is logging into my account to queue up a few episodes of Binaclebob Trapezoidpants as we speak), unlike Johto, Unova doesn’t actually have a regional religion attached to its legendaries. This is largely due to culture: Johtonians view their legends to be highly powerful kami (god-like spirits), whereas Unovans merely see their legendaries as highly powerful pokémon attached to very human bits of folklore. To most Unovans, worshipping the dragons or the Swords of Justice would be like worshipping pikachu.
There is, of course, an exception in the form of the Kami Trio (that is, Landorus, Thundurus, and Tornadus), which are worshipped by certain groups of native Unovans, and thus, it may be harder to convert to such a religion. Some groups absolutely would not allow you to do so. Others may allow it if you married a member of their culture.
Otherwise, Unova is a melting pot of cultures, so despite what their government may have you believe, there really isn’t any one religion. Some Unovans worship pokémon, others humanoid gods, and some a mix of both. I admit, then, that this would be a rather broad subject to cover, and I might not know enough about each religion to adequately answer. Your best bet would be to find a church or a very patient follower who’s willing to share their way of life with you and work from there.
Of course, you could also be referring to Neopaganism, in which one may adopt figures of power as parts of their pantheons, regardless of whether or not those figures were ever worshipped as gods to begin with, but if that’s the case, I quite literally know nothing about that other than the fact that one can do that, which I admit is just a bit cooler than worshipping a rainbow fire bird. (I say this with the utmost affection, being a worshipper of said fire bird.)
At which point … carry on.
The Pokédex According to Bill 