The arrival too place at a unkown date, when the Japanese Imperial Army came to Panem .Thats when the last hunger games took place.
After the fall of the United Union of America, the Japanese Imperial Army was restored. Years later, they decided to explore the unknown regions.Then found a person and named these people "white demons" Then the conducted expriments on him. ( The Imperial Army is 10 times stronger then the Capitol.) Then they found the Capitol. And attacked it. The Capitol was captured by the Imperial Army, in about 5 days. Then the districts tryed to take it back, ( ordered by the Capitol) however, failed. This went on until the Imperial Army Took all goods, and left. However, the Capitol was a destructed wasteland. It took 35 years for repair.
Now the Capitol knew they were not the only ones in the world, and they are not the strongest.