Here in Wisconsin, and I think most states, it's illegal to catch wild animals and keep them as pets. It's a good thing the albino squirrel is deaf and blind and not healthy. A healthy adult wild squirrel would make a TERRIBLE pet. Hopefully your friend doesn't get bit, it's incredibly painful - I know first hand - I got bit trying to rescue an injured one. Most albino animals do not survive in the wild, since they stick out like a sore thumb and have no camouflage they're easily targeted by prey animals. We do have a squirrel that lives in my neighborhood, he's been around for almost 2 years now. We also had an albino chipmunk living at the base of our tree in the backyard, but I believe it's no longer with us - haven't seen it for a long, long time.

Here are some bad quality pictures of our albino resident.
In our yard:

Across the street in the neighbors yard: