Ok, I am not going to go into feeding details, as I know the other answer's have covered this aready. But, I can however assist with the leg problem. Take a popsicle stick and splint the leg. Tape will work , but dont tape it too tightly.This is an easy temporary fix.
If you could please take some pictures of the bird, and of that leg, and post/email them to me, I can be of much further assistance.
If you do not feel comfortable splinting the leg, just leave it for a few days and see if things improve. It could very possibly be a muscle tear or tissue injury. These things will heal themselves, but if it is a bone fracture, you will need to intervene. But these desicions should not be made for another two days or so, and only if you see no signs of improvement.
Until then, place a water bottle filled with warm-hot water in a sock, and put this in the box. This will at least be something to keep it warm.
If you can access a heat lamp, do so. Adjust it accordingly depending on the birds reaction. If it scatters to the edges of the box, the lamp is too hot, and needs to be raised, and if he goes into the middle, it needs to be lowered to provide more heat. When he travels randomly, you know it is set at the right height. Being a fledgeling, heat is much less important, but still fairly neccessary. I think that for now, the water bottle will suffice as heat.
Make sure to return him to the wild ASAP. And do not socialize with him. It will almost indefinately cause death in the birds future. (flying up to a rotten kid, or a car, will not end well)
Please send those pictures!
Good Luck!
Dr Dylan James
Veterinarian
P.S Keep it inside tonight.