You can either try 'Shift P' and click on the pets tab or choose the pet tab in the micro menu. Then you need to put one of your pets from the left side into one of the 3 slots in the right side (at the point you are at in your battling you probably only have one slot unlocked). Now you should be able to battle wild critters. Hope this helps.
"Even when you are winning soundly, you must always give your opponent a way to retreat with honor. If you don't, then he has no reason to surrender. He will fight until the bitter end, and you will pay a larger price for victory."