Releasing Trapped Vermin
You can tame the small animal at the kennel, and then they can be used as pets. Some pets have a high value and can be used to make useless dwarves nobles happy.
To release the (now tame) animal use q to query the cage, a to assign, and then use enter to toggle the animal(s) currently inside (animals assigned to the cage will have a green + next to them). Any available dwarf will perform the job. (Source)