Definitely clean the wound well; I would avoid using iodine. Broken bones easily infect. Unfortunately, many avian bones are also part of their respiratory system and infections in the bone become infections of the respiratory tract.
If the bone weren't shattered, it would be easier to set at home. But shattered bones are tricky as pieces should be removed, and it all should really be done immediately.
I, too, would highly recommend a vet. If you choose to set at home, you will need to splint it and keep the bird from using that leg - restrict movement. That means a longer recovery time. Also be sure to wrap the leg bone with a couple of wraps with gauzy gauze first to pad the bone against the splint (which for a bird that size, you could use paint stirring sticks split in half length-wise and cut to length length-wise to go along the entire length of that bone).
Use thin but longish strips of duct tape to secure the splints to the legbone but not very tightly as the leg will swell. The trick is that you MUST make the two ends of the bone meet, and that won't happen in a shattered bone. YOu'd have to also use vetwrap up and down the leg to keep the two halves together - and not too tight, then wrap around the leg width wise with a layer of vetwrap. It's quite tricky.
Are there any wildlife rehab people that could possibly help you out in your area, even though peafowl aren't wildlife? They have the skills?
INcidentally this bird WILL need systemic antibiotic therapy, penicillin. (DOn't bother with any of the foil package antibiotics from the feed store - only injectable penicillin or oral amoxicillin or another 'cillin - or Baytril from the vet)