It depends on what you mean by "getting" the religion. Once a religion is founded, its founder is set in stone - this is the civilization that can expand the religion's beliefs with Apostles, benefit from its Founder Belief, and win a Religious Victory with it. You can't become the religion's founder by any means.
However, this does not mean that foreign religions are useless to you. Their Follower Beliefs - including most of the general city buffs and religious structures - work for you just as they do for their founders. If a foreign religion arrives in your cities with a Follower Belief you like, you can spend Faith on Missionaries to expand it through the rest of your cities.
There are also general Faith expenses that you can use even without a religion, the most important of which is patronage. You can spend either Gold or Faith (but not a combination!) to make up the missing points needed to acquire a Great Person. In effect, you can use Faith to buy Great People of your choice, with the cost depending on how close you are to earning them normally.