What could I do for pain with a healing broken femur?

Ice, Elevate. Assuming that the fracture has been immobilized (surgical or cast), elevate the leg slightly, ice for 20 minutes (can use longer if icing through the cast (use plastic to keep plaster casts dry), or pain medication recommended by your doctor. Distraction aslo works, so try reading, watching a funny movie, meditation, a relaxing tea, massage, music, games, etc.
Tylenol (acetaminophen) Acetaminophen is good for pain and won't interfere with bone healing.