Once you have caught the baby squirrel you can feed it using mashed up nuts and a popsicle stick. Get the nuts a bit wet and mash them into a paste. Then take the popsicle stick and scoop up the mashed nuts on the end of the stick and feed it right off the end.
I would tell you not to mess with a squirrel, but if you have to; just give it greens, mostly anything natural will be good, make sure to only give them water, milk might kill them, and a few natural nuts would be fine.
I am assuming that it is very young.I would call the human society for information on where to bring him,if this is not an option,I would reccomend reading up on this topic on the web.Wear gloves while handeling the baby, try using a puppy formula in a small feeder bottle.
Depending on the squirrels age/size I would reccommend warm milk from an eye dropper. Solid foods later would consist of nuts, sunflower seeds, cracked corn, or a commercial squirrel feed.
You can use Pedialyte. Puppy formulas such as Nurturall and Esbilac can also be used. Mix 1 1/2 part water for 1 part dry formula. This will mimic the milk of the mother squirrel. Warm the mixture and feed the baby with a syringe. Don't overfeed.
If the baby squirrel has a mother you shouldn't have to feed it at all. If it is abandoned or orphaned you should take it to a wildlife rehab or rescue.