Your first step if a bird is lame
Segregate and confine it to a box or cage in a warm, but well-ventilated place and treat it if possible. Make sure it has access to clean food and water.
If a limp is caused by an injury, segregation and confinement is important. It prevents other birds or predators getting access to and possibly attacking an immobile bird, and helps to stop the bird from putting pressure on its injured limb.
If the bird is sick, it helps to prevent spread of the disease.