In the evening my pigeon came home badly wounded.

Literal

Evening-[become-になって], my pigeon [subject-が] terrible wound [object-を] bear-[then-て], return-[come-toward-てきた].

夕方になって ('it became evening, and...') is a time-transition clause — literally 'becoming evening, [the event happened].' 傷を負う ('to sustain a wound, to be injured') is a formal collocation — 負う ('to bear, carry on one's back') here means 'to sustain, suffer.' 戻ってきた stacks the directional ~てくる ('come back toward the speaker') onto 戻る. The whole sentence has the careful cadence of storytelling prose.