Its probably attempting to hibernate, this being the time of year that the are 'programmed' to do this.
It probably popped up during a warm spell
Depending on how recently you found it, and where, I'd explore the option of returning it to the woods where it was found, soon. And I do mean within at least a few yards of where you picked it up. Then find a likely looking fallen log, with lots of fallen leaves, lift a few inches worth of leaf mould and let it burrow down in, back in its own neighborood.
Its difficult to maintain them indoors: you would need to invest in lights, heaters and other gear, and also be prepared to invest a fair amount of your time and effort.
Its better off in the woods on its home turf.
If you keep it indoors without creating a decent setup, its health can very quickly deteriorate as a result: severe weightloss and or dehydration, vitamin deficiencies etc., take their toll.
I say, take some pictures of it, then maybe in future years you may spot it again in its natural habitat. That would be the real treat.
Stephanie