Yep I agree. For the very short term cup your hands and warm it gently like that.
Ideally for the medium term you need some kind of box with a 100watt light bulb, some chick crumbs and water (in a dish with stones to stop it falling in and drowning). Ideal temperature is around 95f for the first couple of weeks so a thermometer would also be great.
Hope this helps! Good luck and let us know how it goes!
if you don't have a lamp you could put it in the warmest place in your house in a card board box near a heater (just make sure it is warm enough, about 90 degrees) while you get a heat lamp (a heat lamp will be good to have in the future in case this happens again). if you don't have a warm place in your house you could sneak it in to the store with you while you get the heating lamp so it doesn't freeze.
Thank you! He's now in a box with the lamp. I had chicks last year when I got my first batch. I'm hoping for it!!! I've also been cupping it in my hands since I found it. This is my first broody hen and my first egg hatching experience.