Aquarium fish are not accustomed to the bacteria and viruses out in the wild, and so can die from a relatively simple illness introduced via a previously wild tankmate.
And yes, it will likely attack your fish. They can be pretty dangerous.
It's also technically illegal to keep wild animals in most states (though I doubt it's a law that's often enforced with regards to crayfish).
This same law may get you in trouble if you are caught returning the fish. The idea is to keep people from transferring livestock from lake to lake (invasive species and all), but it sometimes nails a person who is bringing a creature back to its original home. Again, not likely to be used in this case, but it's better to know what laws you're looking at.
