The male is probably in much more shock while staying indoors, you should let him free if he isn't injured at all. Just place him outside somewhere far from streets, where cars might run him over if he doesn't fly away in time. As for the female, just bury her somewhere near a tree under the earth and place a big rocks on top so that any stray cats or dogs don't dig her up and eat her.
Okay I noticed that we already saw that the bird died, I am sorry to hear that.
In the future though, I would recommend against bringing small wild birds inside in order to care for them. Birds are very flighty and have weak hearts. Unexpected stress can be enough to kill a bird, so you should avoid changing its situation or touching it any more than necessary. If it tried to fly while indoors that would have been disastrous.
If it happens again, find a place where you can see it from the house but is out of reach of cats and sheltered from hawks, place the bird there and watch it from a distance for signs of activity. Example might be, on a covered bird table.
If they die you should return them to the earth. You can bury them, but leaving them on soil somewhere out of sight away from the house will be just as good. I had a space between the wall, the shed and a shrub at the end of the garden I used to use for this.
Birds flying into windows is very common. It happens all the time at my house but thankfully nobody has killed themselves doing it yet. Consider putting stickers on your windows if you seem to be on a "flight path".