Having a Nincada myself I am familiar with the rulings on this matter.
Should you manage to get a Nincada character to evolve, you can choose either Ninjask or Shedinja to keep for yourself. The other Pokémon will be set up for adoption.
I personally have planned for this, having chosen an user who will adopt the Ninjask resulting from my Nincada's evolution and who will then team up with my Shedinja and someone else's character. Of course you don't have to do that, but it's an option.