It's likely that the father bird is feeding mother, and she is then feeding the babies (some species vary regarding feeding order and habits) which is why he's not directly feeding the offspring.
Keep the baby warm - a heating pad under a towel works nicely.
Call your state wildlife office, often called "Department of Natural Resources" or something like that in most states. Ask them for phone numbers of WILDLIFE REHABILITATORS nearest you, and indicate you have a baby bird needing immediate care. When you call, please indicate you have a baby bird, as the study, licensing and ability of rehabilitators vary widely; some can treat birds, some cannot.
Do NOT offer milk.
Do NOT offer bread.
Do NOT put the animal in the oven "at the lowest setting."
Do NOT attempt to force feed by pushing insects down the baby's throat hoping it will swallow - it will choke.
All of these things will kill an infant bird!
You can to offer very tiny bits of moist catfood, though you risk inducing aspiration in the bird if you've not had experience feeding before. The best thing is to keep baby warm and connect with a rehabilitator immediately.
Unless an animal shelter or organization like the SPCA works with wildlife conservation officers or rehabilitators and knows their contact information, they cannot help you and will not accept wildlife.
Trying to rear a baby bird at that age is a challenge for even the most experience wildlife rehabilitator (nurse); please allow them to try, though. Below is an Audubon Society link to help you find one.
Hope the baby makes it!