As a rule injuries to wild birds happen in two ways, the most common being the impact of the bird with a window or some other immovable object.
Some injuries are quite evident and others are impossible to determine by observation.
The bird should be given a thorough examination as soon as possible. DO NOT place the bird in an air-conditioned room or one with a draft. DO NOT subject the bird to sudden or significant temperature changes. If signs of broken bones, paralysis, etc. are present, you need to make an appointment with a vet. There are also a number of diseases that birds can get.