Wild caught reptiles of most any sort usually do NOT make good pets. They often do not acclimate well to captivity, especially if not properly set up from the get-go with correct heat and humidity. Wild caught lizards may also be harboring parasites and such that will significantly shorten his life span, even if he does get somewhat acclimated to his captive life. Anoles (if that is indeed what it is) also do not do well with a lot of handling, and are more suited as "display" type lizards as opposed to pets to be held and played with by the kids, it causes them a great deal of stress. How are the kids going to feel if their new pet dies a couple of weeks from now?
Your best bet, and the lizard's, is to let him go again in the area you found him. Many kinds of lizards can be purchased rather inexpensively, and you can make sure you have the enclosure properly set up for his health and comfort BEFORE getting him.