ALL CAPS IS FUN!!!1111!! Capture the DragonBall mode is experimental and doesn't always work. The dragonballs are only located on certain maps. I think that ESF Riverside or whatever it's called has the dragonballs on it if you make a server and make sure you select CTDB(experimental) mode and a map that has the dragonballs on it. Use the search on this website or look at the stickies for more info.
From Synth's FAQ's
I can't find the dragon balls!
The dragon balls only appear on certain maps, and only under the correct game setting (CTDB mode).
How do I call / use the dragon?
To call the dragon in-game, you first must collect all 7 dragonballs to one location and when they start glowing, point at them from closeby and press your USE key (which is b by default). Once you have called the dragon, use the mouse to click on one of the 3 options. [Please note that CTDB (Capture The Dragon Balls) mode is still in it's experimental stages in this mod. It will be perfected after the team has finished working on other aspects of the game. Also, to play in the CTDB mode, the host of the server must have the server running with the CTDB mode option in *Create Game > Advanced*.]
What do the wishes do?
Strength gives you more PL, Immortality makes you invincible for a certain period of time, and Friendship increases your wish points in the score for games played on the basis of which team has more wish points.
Why doesn't CTDB mode work for me?
CTDB mode is still in it's experimental stages, and is very buggy.
Also I searched the forum's and here's a picture of what you should do to get into the CTDB mode.
And Here's a map that is CTDB friendly.
http://www.esf-world.com/main.php?content=fileinfo&file_id=21636