Treating any open fracture wounds with a sterile dressing and splinting the leg are two ways to start treating a dog's broken leg so that it starts healing properly, even before the dog sees the veterinarian for treatment. A fracture is just as shocking and frightening to a dog as it is to a person, so some unusual and hostile behavior is to be expected.
Injuries that lead to fractures often lead to loss of blood, trauma to the dog's internal organs and shock. It is important to deal with shock first. Covering the dog with a warm blanket and acting in a soothing manner is the best way to begin; many dogs that are in pain bite themselves in self defense, so a muzzle is an effective yet humane tool in the process.
In the case of a compound fracture, or if there are other cuts in addition to the fracture, cleaning the wounds is another important step as the dog fights infection. Covering the wounds with gauze pads or a clean towel or cloth protects the wound further. Pressure is only necessary if the wound is still bleeding.
Splinting the broken bone is not always possible, as the dog may react angrily. However, if it is possible, it is important to splint the limb in the position it is in after the break. Trying to straighten a leg that is broken often makes the injury worse. The splint should cross below and above the fracture, and a roll of gauze or even a necktie, wrapped loosely, holds it in place. Then, it is time to move the dog to the vet, preferably with it lying down.