There are four kinds of splints: soft splints, hard splints, air or vacuum splints and traction splints. In general, splints are used to reduce pain and to avoid further damage to vessels and nerves. The kind of splint used depends on the nature of injury.
Out of these types, soft splints are the simplest ones that can even be given with pillows and other readily available things at home. Hard splints are for extreme injuries and are mostly made of fiberglass or plastic. Air splints are used for treating orthopedic injuries, while traction splints are used to support a broken bone.