Although it is fun and could be exciting for your younger sibling to catch an keep a frog from the wild, there are many reason to not do this.
I think the biggest one would be the frogs long term captivity. Since stress is the biggest reason a frog dies in captivity, your catching it, putting it in unfamiliar surrounding, and then the added handling and maintenance of the enclosure will ultimately be the downfall of such a gift.
Wild caught frogs usually have parasite and bacterial issues that while in the wild are kept in check but adding in the stress of capture and captivity reduces the frogs immune system enough to allow for these issues to become a health problem.

So, in my option, setting up a tank to meet a frogs environmental needs first, and then purchasing a healthy captive bred frog is way more long term happiness than a locally captured one.