Is it the thigh one broken? If it is, you may not be able to properly splint it. The lower leg bone can be splinted with tape and wood. The thigh generally cannot be splinted so it will be immobile. Without immobilizing the bone pieces, the ends may continue to tear tissue internally.
You might try bandaging the leg up to the body, but if the chicken cannot walk around it may not recover either.
Remember, bird bones are hollow and delicate. The chicken might not have a chance, and if so, you might think about euthanasia.
Good luck.