I imagine you'd feel it pretty quickly!! Anything I've ever broken has lead to quite a lot of pain, more or less instantly.
Horror break though, will probably of did ligament/tendon damage as well as bone. Will take a while to recover from.
I've broken my finger (not as bad I admit) really badly, as in it was pointing ninety degrees to the rest of them, and I didn't feel that straight away.
Taking off my goalie glove and looking at it had me in shock more than anything
I've broken my wrist, and it took about 30 minutes for the pain to hit me.