The intruder likely didn't have mode "C" engaged. We used to get it all the time up north where it wasn't mandatory to even have a transponder let alone mode C.
In response to your question, all you can do is keep an eye on him, look out the window and ask for ATC help. Under radar control, you cant respond to a "TA only" without a clearance. Evasive action (lateral) may only make things worse anyways, as it is very hard to determine the intruder's course and obviously vertical evasion might have you go the wrong way with no alt readout on the target.