To answer your question, it is in everyone's best interest for you to a) maintain it in captivity b) bring it back to the exact location and release it (an impossibility perhaps) or c) euthanize it.
Option b) is by far the best choice but, of course, requires the most amount of effort. Option a) is the next best but it also requires a great deal of effort, DeKay's have specialized diets (soft bodied gastropods, annelids and insects). Option c) is the last resort option.
Notice that releasing it in your ecosystem is not an option, this is extremely inadvisable for the sake of all the other organisms (least of all the individual you are releasing). The specifics as to why this isn't a good idea are quite lengthy, however, the introduction of novel genes is not always good for the species (not to mention disease/pathogen transmission that the native herpetofauna have not been exposed to).
The only option for me would be a), it's a lot of work but that's the kind of guy I am. I am currently raising a Hemidactylus ssp. that came in on a tropical plant, this guy is smaller than a penny.....