They took a lot of prisoners, actually. There were POW camps in Portugal, St. Helena, Ceylon, India and Simons Town near Cape Town in South Africa.
Kitchener's order was specifically against enemy combatants wearing British uniform.
Deneys Reitz mentions in his book that at first the Boers didn't know why prisoners were being shot. Deneys at one point wore a full lancer uniform that belonged to Lord Vivian...he even jokingly referred to himself and his comrades as the "Englishkilling fusiliers".
Being isolated from the rest of the world they only got news through captured British soldiers and newspapers left behind in vacated camp sites. After they realised that wearing enemy clothing could get them shot they either discarded the British uniforms or they tried to make it seem as un-uniform as possible...usually removing all insignia, epaulets and replacing the buttons or mixing it with civilian clothing.
They mostly wore captured clothing out of necessity, since they had no other means of re-supply and in fact usually preferred not to wear British uniforms since the British soldiers were infamous for their lice. (In fact they introduced a species of lice much larger than the ones native to SA, so the Boers nicknamed them "Khaki lice") They usually would boil the uniforms if they had the chance to do so to try to get rid of the lice, but doing so would also make the clothing less durable.
Edouard