If it's bullied, you need to seperate it. Also, if you suspect illness (birds don't usually sit on the floor breathing heavily) then take it to the vet. Otherwise, give this bird a nice quiet place to recover, and it's own cage. Provide it company by sitting next to it and talking quietly to it, finches are social birds. Human companionship may not be a complete substitute, but it's better than complete isolation, and you shouldn't take it back to the bullies.

If it's bullying him you need to separate them so they don't kill him. I had rats that would do that. If they aren't brother/sisters they will take their food and bite and scratch. It's really sad.

Its a girl and I've noticed today that it has been sitting on the floor with its wings propped up and has been breathing heavily. We have 2 other birds one boy and one girl. I believe the boy finch has been bullying the finch but I am not sure.