Immobilize/splint fx. The principles of splinting & immobilization for comfort and transport still hold true in the wilderness. The situation is more difficult due to potential scarcity of adequate materials useful for the task. Sturdy branches or similar material from a backpack frame can be used ingeniously to fashion a splint that holds the broken limb in a stable somewhat straight & reasonably comfortable position.
Splint and Transport. Depends on the bone. Immobilize the limb with improvised materials or a splint you have in your kit for such things. Walk out if you can. Call or send for transport as needed. Another good reason not to go into the wilderness alone.