With baby critters there's a good chance a parent is nearby, waiting for you to leave. So keep kids and pets away and see if the parents return to tend their young. Parents aren't likely to reject their baby because of human scent, so you can put an uninjured baby back in a nest. It'll be much safer there than within reach of neighborhood cats! In fact, one of the best ways to help wildlife is to keep cats indoors, especially when birds and small mammals breed.
If you're sure the baby is orphaned or injured, or if you find an injured adult, put it in a cardboard box lined with a T-shirt or paper towels. Don't use a cage because the animal could hurt itself. You can pick up baby birds, but try gently to scoot animals into the box without touching them, using gloves and a stick.
Eating the wrong food could harm the creature, so don't try to force-feed it. You can put water nearby, but don't pour water into the animal's mouth, because fluid could get into its lungs. Put the box in a quiet, warm place and call the animal control or wildlife program in your area. What if no one answers at night? Just keep the box secure and try again in the morning.