As Yvonne says, you can feed them on cat or dog food. They also like to drink, so a shallow bowl of water is good as well.
This link may help you, especially if the hedgehog does have a problem. They don't usually spend much time wandering about during the day, as you rightly say.
http://www.britishhedgehogs.org.uk/FAQS/enclos ed_gardens.htm.
From the same site, this may be of use. If you contact the local area, they could help you or even offer him a safe home.
http://www.britishhedgehogs.org.uk/carers.htm
Thank you for being so caring.