It is unlikely that you will be able to tame an adult wild grey fox. Animals learn how to feel about humans from their mother at an extremely young age, therefore it is unlikely that an adult animal could ever become truly tame. Also, wild animals are not vaccinated like pets, and may carry diseases that it can transmit to you or your other pets, or even other people's pets if they so much as visit your house . It is also likely illegal. If it were to be tamed at all, it would be tame to you and aggressive towards everyone else. If the fox were to bite someone, it could land you into serious legal trouble, likely felony charges.
The fox will never be happy in captivity because it is not use to captivity, and it would be cruel to remove it from the natural habitat that it's comfortable in and make it live like a dog.
I suggest letting the fox go, or to a local wildlife center if it is injured. If you want a fox (and it is legal to keep wild canids in your state) you can find a reputable, licensed breeder that breeds tame foxes, usually 30-50 generations from the wild. These foxes would be raised in captivity, accustomed to living with people, and would be able to live happy lives. However, foxes are not dogs and require different care and training.
Good luck!