Take it to a rehab, insect eating altricial birds are incredibly difficult to raise yourself... Any altricial bird is (meaning they hatch completely naked and helpless where as precocial birds, like chickens, hatch out with feathers and are somewhat capable of doing some things on their own) but I think insect eaters are MUCH harder than seed eaters. Not to mention that it would be illegal for you to raise that one without the proper licencing.
If you want the bird to have any decent chance of survival it needs to go to a wild life rescue.