If you don't have an incubator, I doubt anything will come of it. The parent would be keeping the egg covered, and at a particular temperature, and in such a way that it would not get dried out. It somewhat depends on how long since it was found, and where, and whether it was already developing or not. Pigeons usually start to incubate the eggs once the second is laid, so that may have some bearing on it too. Just keeping an egg in a warm place is not likely to be sufficient.
Holding the egg up very carefully against a good lamp may show you if it is basically just an undeveloped egg or if there is noticeable veining inside which would indicate some development (but I'm certainly no expert on eggs).
A baby pigeon (woodpigeon or any other) would be fed by the parents initially with a substance secreted in the crop lining which contains all the necessary nutrition for the early part of its life. Rearing a baby pigeon straight from the egg, with substitute food, by hand can be a pretty dedicated and time consuming effort, with a very uncertain outcome.