You committed the first cardinal sin of loving wildlife-making an assumption a young baby was in trouble. The adult bird was probably mama trying to get her baby home. If the baby became "imprinted" due being put in the cage you've most likely ruined it's chance for survival in the wild. Being a former hunter ed instructor and a former Project Wild instructor (WILD meaning Wildlife in Learning Development) I can speak with a fair amount of "authority".
1. Don't assume that a baby animal is in trouble because it's alone and young. Chances are mama isn't far away.
2. Do not touch the animal.
3. Call your Division of Fisheries and Wildlife or some other expert agency and ask what to do. Chances are they are going to tell you to wait a day or so and then call back if it's still there.
4. Protect it from harm if you can without impeding the ability of mama to retrieve her baby. If it gets consumed by another wild animal then remember that's nature's way.
Too many animals are harmed by those trying to do good but don't know any better. Nature has a way of working itself out and we are guests in their home.