Dave,
Yep its illegal to release a pest species. Shoot it if you can be bothered. There's really not much point because they breed faster than you shoot them, but it makes some people feel better to try. There is a reason why almost every pest controller resorts to poison. If you really can't face posion, then humane traps. If its a rat, slot it with an air rifle. If its not a rat, release it.
Then remove ALL food sources, concrete over all out house floors, deny water, deny shelter and utilise a low yield thermo nuclear device. (All serious but the last)
For the avoidance of doubt, all hunting with any form of bow, of anything, for any reason, has been illegal for more than a quarter of a century in this country.