I’m very sorry the baby broke it’s leg. Baby animals heal remarkably well, however even if it heals in such a way that it doesn’t cause the baby pain, he/she will definitely be in pain now with a broken leg. Vet visit is a must for painkillers at the very least. Depending on the age on the bun you would probably be better taking it into care so that it can’t get stepped on or injured further, plus you will need to keep it confined to reduce movement for the leg to be able to heal. It may need to be wrapped as well to keep the bone in alignment, but that sort of thing is really under vet discretion depending on how an x-ray looks. Some can heal without wrapping providing they are put on pain killers and have their movement restricted. If you are not going to provide the poor bun with painkillers, you will at least need to make a final visit to the vet for the poor little bun.
To aide with healing, make sure you provide lucerne hay and pellets to the baby (if you’re not already) as the extra calcium will be beneficial to the healing process.