A broken femur is an immediate life threat. This is because the broken ends of the bone are sharp and can tear the femoral artery to shreds, causing an internal bleed and almost certain death.
So: you need to splint it. But first you need to apply traction. The reason for applying traction is simple: It pulls the bone ends back in line and reduces the pain by about an order of magnitude.
But manual traction won't do, because that femur will just grind and grind and make hamburger as soon as you release it. So you need to set up a traction splint.
To set up a traction splint: First find a long stick, relatively straight, and at least one foot longer than the leg. Run a cravat through the belt loops of the patient, and attach a mug or cup to that cravat. Jam the end of the stick into the mug, and pack it tight with anything.
Next, immobilize the knee and lower leg with any kind of splint you can do. Tie an s-hitch around the ankle and under the foot. Run a cravat in the crotch up to the mug. MAKE SURE TO PAD THAT CRAVAT! Else it will hurt like hell when you set the traction. Tie a cravat securely to the lower end of the stick.
Your splint is now ready to go - time to apply the traction. Grasp the lower leg at the ankle or knee and pull directly outward with about 12 pounds of force. You will feel the bones slide back into place. Your patient will also breathe a sigh of relief when this happens, as the pain will decrease a lot.
Now, take the loose end of the cravat that's attached to the lower end of the stick, thread it through the loop of the S-hitch that goes under the foot, and pull until the 12 pounds of force are being provided by the stick. Tie the cravat off in that position.
Congratulations! You've just put a leg in traction!
Now, splint the femur with a foam pad (or one of those Crazy Creek chairs if you've got one - those work well! Immobilize the femur as best you can. Send someone for help.