Keep your baby sparrows safe from cats and dogs in the vicinity. Even if they don't hurt them fatally, or bruise them, still, the chances of fatality are not ruled out, because their mere touch can transmit a bacterium to the little one, killing it eventually.

See if the baby sparrow has feathers to keep itself warm. If not, you need to warm it up as quickly as possible. In a small box, place some rags or towels to make a cushion-like seat. Place the bird on it, and then place it in the box, after having it covered with some more towels. Now place the box on a heating pad. You can also use some other alternatives if you can't find a heating pad. Take a soft towel and heat it up so that it becomes cozy for the poor bird. Wrap the bird up in the towel, enough to cover most of it, but leave some space for it to breathe. Now, place it into a box which you have already covered with rags or towels. You have to replace the towel with a fresh, warm one every few hours. Keep repeating this, so that the bird remains warm in the absence of its feathers. The bird has perhaps not been able to drink water since the time it fell off its nest or was abandoned. So, before giving it food, it is primary to supply some water to it at the earliest, lest it should die of dehydration. To provide it with sufficient water, you would need an old syringe, or you can also grab a dropper, and drop a few drops of water onto its beak. It's now time to give it a home. It is not practically possible to make a nest for the little one. But, it is however possible to lend it a makeshift home, where it can thrive. If the bird which you have found has got feathers, you can skip step 1. You can rather pick an old basket, or a flower tumbler, and fill it with dried hay, straw, or dried grass. Now follow step 2, because it will definitely need water to recover. After water and warmth, the next important need is to give it some food to eat. Now, since it's a baby, it can't chew on grains. So, the food which is ideal for it has to be soft enough for it to chew/swallow, without hurting it. To begin with, you can grab some pet food, like cat or dog food. Soften it with water, making it into an almost paste-like state, and feed it cautiously to the bird. Eventually, you can buy some proper bird food which is available abundantly. There are also some powdered forms of bird formula which are nutritious and effective. You don't need to feed the bird very often. All you need to do is push in some of the food into its mouth with a dropper. Repeat this process at regular intervals every one to two hours. Make sure not to feed it too much, otherwise it will interfere with proper breathing. The bird had come to you from the wild. It belongs there. So, when the time is apt, and the bird can fly and manage its life independently, release it into the wild.