I'd leave it alone. If it were injured, I'd either leave it be if it's not endangered (that's the natural world - there's going to be casualties), or if it is
of an endangered species I'd call someone who could look after it. Baby animals I'd either leave alone or try to return to their nests - contrary to popular belief, mother animals don't abandon their young at a single human touch.
Wild animals generally don't make good pets. They may become tame if kept by humans, but there's still a big difference between a tame wild animal and a domestic or even semi-domestic one. It's best to leave wild animals in the hands of professionals if they can't live on their own.