What, you mean, like, in the real world?
Um… hmm… well, I suppose my immediate reaction would be to wonder where the hell it came from and whether there were any more. Those things could wreck havoc on just about any real-world ecosystem if they were able to establish a breeding population. There’s sort of a worrying tension between reporting it to the authorities so they can take action (which would probably involve quarantining the poor thing and possibly killing it) and keeping it secret (which would be hugely irresponsible and risk catastrophic ecological damage if there are any more that I don’t know about). In any case, I certainly can’t let it wander about unsupervised.
Probably the first thing to do is figure out what it can and can’t eat (assuming it needs to eat, which for some Pokémon is not necessarily a given). Most Pokémon probably have fairly high energy requirements, so I’d have to buy a lot more fruit or meat, depending on what kind of diet it naturally has. Best to set aside a few days to experiment with that and figure out what’s palatable. Also gotta figure out what it would do during the day while I’m busy; there’s a big park near my apartment that I walk past every day, and it could hang out there, under strict instructions to go nowhere else in the city, at least not at first. Probably want to stay with it the first couple of days and make sure it knows to treat humans in this world with extreme caution. Beyond that… hard to say. It’s difficult to know what to do with someone who’s been dumped in a totally foreign world. Whatever personal goals a Pokémon might have had are probably not going to be relevant or achievable here, which is unfortunate, to say the least. Depending on the species it might be okay with just having food and a place to sleep, but some might need to find a way to contribute to the lives of others to be happy.