Capture Error Msg Into Another Table

One of my co-worker told me I can do this to capture errors and insert into error table but when I test it, it doesn't work. Here is what I try to accomplish. SQL 2012. In reality, I have more complicate queries than below.

1. Insert data FROM SourceEmployee INTO Employee table and capture emp_id and error msg insert into dbo.##temperror table
2. Continue on the process until no more record. Basically, skip the error records and do a while loop until end of record.

--DROP TABLE dbo.Employee;
CREATE TABLE [dbo].[Employee]
(
[emp_id] [int] NOT NULL,
[last_name] [varchar](20) NULL,
[first_name] [varchar](15) NOT NULL,

[code]....