Unless you live in the tropics, it is someone's pet. Either it got loose or it was turned loose. You can pick it up without fear of catching a disease, but you should be careful because any injured animal is scared, in pain, and likely to lash out more because it feels threatened. If the bird is large, use a towel instead of a washcloth and take it inside in a dark, quiet room with no pets or children.
Get a box ~ or preferably a rubbermaid tote ready before you go pick it up. Put some newspaper on the bottom, and a ceramic or other heavy bowl with water in it. Feeding it isn't a priority. Stabilizing it from shock, fear, and dehydration IS. If it has bloody wounds that are just oozing, leave them be until you contact a vet.
In the morning, provided the bird makes it through the night, contact local vets and check your missing pets section of the paper. Most people look for their birds due to the costs.
at 11:03 PM on Jun. 7, 2011