First Caterpillar!

I have started cutting down and cleaning the garden-- a huge job this year. While taking down the spent Queen Anne's Lace plants I discovered this wonderful caterpillar.
Is it a Swallowtail butterfly? A Monarch? I have seen many here this summer. I have never found one in the garden before. I wonder if someone can tell me what I should do with it?  It is in an exposed position for winter time. It is still eating the leaves. And no caterpillars are on the milkweed leaves.
Send it to Debi Fulco?  Just joking. But she is hatching out large numbers of Monarchs this year. She has loads of experience.