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<blockquote>I found a lost dog</blockquote>

Probably not.  Nothing in your description suggests the dog was actually lost.  If dogs are supposed to be on leash in your particular area, then the dog got out somehow.  That doesn't mean it's lost, though.  The vast majority of dogs that get out when they aren't supposed to, come back on their own, especially when it's time to get fed.

<blockquote>what do I do next?</blockquote>

Nothing, at least in most cases.  Others have already explained what to do when a dog is truly lost or really needs to be identified.  However, in most cases, bringing the dog into your home only makes things worse.  The dog then won't be able to go home on its own, and the owners that might be out looking for it won't find it.

About the only time what you did is justified is if the dog is in obvious danger.  This would include if it wanders onto a road seemingly unfamiliar with avoiding cars, looks malnourished, the weather might put the dog in danger, etc.

Otherwise, leave the dog where it was, and the situation will most likely resolve itself on its own faster and better than if you intervened.