If you "caught" it, I would let it go... that has to be too much stress for the poor little guy. I cant imagine adjusting to life in a tank after living in the wild. Just my If you do decide to keep him I would make his new home as much like his old one as possible.
Yeah I based a lot on that caresheet but I guess I need to know approx how many crickets they should eat in a day. I have heard they do pretty well in captivity but if they refuse to eat you should let them go. He obviously has acclimated enough to eat.