Why an inter planetary astronaut going on a space walk would not carry his own mini thruster pack is beyond reason. But that's beside the point.

Imagine instead of the astronaut, there was an alien floating around in space. And it was noticed by some scientists who wanted to bring that in for examination. Let as also assume that any change in temperature could damage or change the state of the alien, and let's say that is unacceptable. 

How would you capture the alien and drag it back to home base without altering it? 

This thought experiment is less about aliens. It can be extended to moving asteroids which contain iron, gold and other materials. It could be applied to moving space junk. It could be used to tow objects in space; from trailer containers to perhaps even planets. 

How would you move the alien without bringing them on your ship? 

Tractor beam? Sure Captain Kirk. Don't understand the mechanics of that. 

What if you can create a Gravity Well. 

The Well is strong enough to attract objects to it. So one would use a tow ship, which could create a gravity well and pull the alien along. And in the process, maintain the surrounding of space which has kept the alien in stasis. 

Question remains. How would one create this gravity well? How does one create a dense object in space? Make it's atoms stop vibrating? Create a singular atom like this. And then start feeding it more such atoms? 

Dense. Cold. Devoid of energy? 

So how does one create a gravity well? Don't know yet. Let's find out.