You should take it to a vet, most important if you can see any blood, or the bone is sticking out.
They will likely strap it up to the birds body with a bandage (like they did with my duck). That will hold the wing in the correct position and stop the bird flapping it and damaging in more.
You need to change the bandage when it looks dirty, and after a few weeks they will take it off. The wing may be healed, depending on where the break was. My ducks wing healed up, but its now not able to open it right out, so can not fly. But he is is not pain and the wing in in the correct resting position so it does not catch of get in his way.
Please take the bird to a vet rather than try putting a bandage on yourself, as you will not know how tight or loose to make it. The bird can die as it cant breath it its too tight.