I used to have a budgie that I caught on my fence on a winter morning. Yes, in Sweden. It had surived a freezing night after I hadn't convinced it to get into our house the afternoon before. So, we bought a cage for him/her/it and it was lots of fun. It would often be flying around in the house, but quite nicely settled on my offered hand when we wanted to cage it for opening windows or the like. There was never a conflict between it and the Australian Silky Terrier. They seemed to just accept one another and their respective habitats. The one problem was when my (then) wife was playing solitaire. That [species] of a bird swept down, turning the cards to see if there was something tasty underneath.