To capture ambisonics data you will need a microphone or microphones that are able to capture sound from multiple directions at once. It would also be able to create such a microphone array yourself by using multiple small microphone capsules. As of writing there are the following commercial microphones available that can be used to capture ambisonics:
• Zoom H2n (with firmware version 2.00 or newer)
• Core Sound TetraMic
• TSL Products SoundField SPS200
• Audeze Tetrahedral (VR) Microphone
Even though these microphones are able to capture audio in terms of a single location, this kind of approach is inherently limited. Close-miking techniques can be used in addition to an ambisonics microphone and spatialized in post production.