Do not put him back with the others until he is stronger. You'll want to keep him inside with you for at least a day or so to recover and get a little stronger. It's very important to get him fully warmed up and completely dry as soon as possible. Hair dryers on low setting work well for this, just make sure your hand is between the duck and the hairdryer so you can feel if it gets too hot.
Do you have a brooder box set up where he can live for now? He'll need heat (heat lamp is best) and a safe place to stay with food and water he can easily get to. Make sure he's not able to get into the water and get wet, ducklings chill very easily.
Putting pressure on a bleeding wound is always the best thing to do. You can also try a little corn starch on the wound to stop the bleeding faster.
As for the clicking when breathing, that is not a good sign. It could mean he has pneumonia, in which case he needs antibiotics asap. Are you still hearing the clicking when he breathes now?