How can I help that kitten?

Today, my friends and I went for a walk. We found a kitten that was all alone, its mother wasn’t there. We thought that she’d come back later, but she didn’t. Some hours later, the kitten was still all alone. We said we’d buy some milk for that kitten, but we didn’t. Later, it was whining. I feel bad for leaving that kitten alone out there. What should I do? Should I take care of it? Wait for its mother to show up? Take it to the vet and then keep it? Leave it alone? What? I don’t know what to do, please help me. I want to help that kitten, but I don’t know how.