I have a frog in garden and no pond!?

I have a frog living in the garden. I only discovered him a week ago and he is happily living under a heather bush, but we have no pond and frankly I have no idea where he came from! I live in an inner city area with a small courtyard garden with 2 flower beds. I have put some water out for him and he sits in it sometimes. We live fairly near a river - should I take him there or just leave him? To add to the dilemma we have 2 cats who dont seem to have noticed him yet!