Stock up on Pokeballs
Make sure you have plenty of Pokeballs, because you probably wont be able to catch Kyurem first try. Use Ultra Balls, as they have the highest catch rate. Timer balls are also very useful, if the battle has lasted a lot of turns. Try also using Dusk Balls if its night, or in a cave, Heavy balls if the Pokemon is heavy, etc.
Inflicting status conditions is extremely useful when catching legendaries, as this ups the catch rate. I would suggest to put the Pokemon to Sleep or Paralyze it, as with Poison or Burn it may faint after a while. Also, Paralyzed Pokemon cant naturally cure themselves, whereas Sleeping Pokemon can wake up.
Save before Kyurem! :P That way you can go back if you run out of Pokeballs.
False Swipe is an incredibly useful move, especially when catching legendaries. Get its HP to red, the use False Swipe.
Make sure you have plenty of Potions or Revives. If Kyurem ends up being too strong for your team (which I doubt), you will have to go back to the Pokemon Centre if you black out.
That's all I can think of... Good luck catching Kyurem ! :D