If you find a wild bird, either wounded or lost, help the bird. If the bird is still alive, take it to your home, and place it in a container (like a shoe box or similar place). Let the lid open so birds are not crowded. Do not worry that the bird will fly; the bird may still be shocked and will not move for some time.
Just in case, if the bird moves, close the doors and windows where the bird is located. Contact the animal shelter in your area because they can find out how to take care of the bird. If you can, take the bird to the shelter, and the shelter will take care of the rest. If they cannot take care of the bird, keep a few hours and see if it starts responding to you or flying. If that happens, the bird may have recovered and you have to release it again. Read articles about caring for wild birds on the internet.
If the bird dies after a few hours, it is fate; you cannot do anything else. Bring the dead bird out and leave it in a closed place. Do not tomb the carcass unless you are sure it is legalized in your home.