They do indeed have friends and families. However, what happens when you catch one depends on the species.
Many pokémon actually don’t form tightly knit communities, so if they lose one member, they by and large don’t notice. For example, the fields of Kanto are rife with rattata who had left the woods in search of food. The rattata are by and large independent, so if you catch one, the others will simply continue foraging as if nothing had happened. The most they might do is avoid you, but otherwise, they exhibit no change in behavior. If one had young, then the others will simply adopt the abandoned hatchlings or leave them to die. This is, of course, taking into consideration the fact that there is always a risk that the younglings of these pokémon will die anyway, as it only takes a few minutes for predators to raid their nests—which is to say the death of a litter of hatchlings might actually be inevitable if the pokémon has ventured so far from its nest to leave it perfectly exposed to the wild.
Other pokémon never venture away from their nests anyway unless they intentionally wish to leave home. Take clefairy, for example. Clefairy form vast, closely-knit communities, but these communities are well-hidden deep within mountain ranges and cave systems, in places that are nigh inaccessible to humans. Additionally, many pokémon and animals between the clefairy nests and human-accessible parts of these cave and mountain systems eat clefairy or at least will attack them on sight, and clefairy themselves are weaker pokémon not particularly well-suited for battle. Thus, any clefairy you stumble across in the wild is usually one that is dead-set, for whatever reason, to leave home. (Why this is, researchers aren’t quite certain. Some clefairy are curious about the outside world; others wish to get stronger through training.) Thus, it’s morally acceptable to catch these pokémon, as they’re actually far, far from home and very likely have already said their goodbyes.
Conversely, if you do find a clefairy colony or the nests of other pokémon that behave like clefairy, it’s highly recommended that you do not attempt to catch one. The general rule is the larger the group of pokémon, the more likely you’ll want to leave them alone, as taking one will only give the others time to put together an argument as to why you should let their friend go. And by “put together an argument as to why you should let their friend go,” I mean “attack you en masse.” (One clefairy may be ill-suited to battle. Thirty upset clefairy, however, are not.)
And of course, other pokémon are a combination of the two groups mentioned above. They live in flocks or herds that operate in close-knit communities, but they actually don’t mind if you take one of their numbers (unless in the rare case that they do). These pokémon rely on their numbers to defend themselves, and they expect you to understand that the volume of their group is a threat. Many bird pokémon fall into this group, with examples such as pidgey, taillow, and spearow being the hallmarks of this behavior. All of them live in flocks, so if you encounter one, it’s very likely that a few dozen of its friends and family are very close by. However, if you catch one, then very likely, that few dozen of its friends or family won’t mind. (Why this is comes down to the fact that most pokémon understand there are benefits to forging relationships with humans.) On the other hand, if you attempt to catch a spearow, and the other spearow feel strongly about not parting with their friend, they will let you know … by also attacking you en masse.
In short, this is why it’s a good idea for trainers to exercise extreme levels of caution when dealing with wild pokémon. Many will allow you to catch them, yes, but there are several that will not. You’ll be able to figure out which is which simply by observing them and watching out for others like them. If it looks like it or its friends feel threatened by your presence, leave them alone. Finally, always remember that pokémon are absolutely capable of defending themselves, especially in groups.