I found a baby squirrel running on the street, afraid on my way to work yesterday. I took him home, warmed him, fed him and he seems to be doing good now. I do not know what to do now. I called the SPCA Montreal and they told me to leave him outside. The squirrel is not an adult and cannot break a hazelnut yet!

Should I leave him near where I found him? or in a place which is a massive park away from the roads?

Please, let me know what to do?

Here's an image.