We found one a couple years ago on our property so we put him in one of those plastic bug/reptile tanks with some moss and kept him there for a few days until I got bored of him. Then we let him go where we found him. It was a cool experience.
I catch them all the time and love them. But then again I love all reptiles and amphibians.
When I get the atrium done on out house I plan on releasing geckos in it. I even convinced the wife that it was a good idea.
You need to let him go NOW! They hibernate in the winter, they dig a burrow and go down into the earth and hibernate. If you keep him, you will really mess up his schedule and he will die. They are so beautiful and relatively rare. I've only seen 5 in my whole life.