How to tend to a wounded dwarf?

I was building a vertical tunnel down multiple levels when I realized that one of my other dwarves had already dug the lower half. When the poor dwarf dug through the upper half, he fell multiple stories and is now lying there unconscious and with both arms and both legs broken.

Now what? I don't have a doctor or anyone trained in caring for wounded dwarves yet, how do I proceed from here?

Edit #1 OK I followed the various ideas (thanks!) but before a medical dwarf could get to him, someone else moved him a few squares cause he was in the way (heh), and he woke up. His "thoughts and preferences" still have

His left upper leg is broken. His right lower arm is broken.
His left lower arm is broken. His right upper leg is broken

BUT he is taking digging jobs and seems to be acting like everything is OK. He also now has a "health" page but it says No health problems. Is this a bug or something I'm doing wrong?

Edit #2 The problem was that the doctor had not taken a look at him and made a diagnosis. After he took a look, here is what I see (and it hurts to look):

left lower arm, bone
 Needs setting
 Smashed apart


right lower arm, bone
 Needs setting
 Smashed apart


left upper leg, bone
 Needs setting
 Smashed apart


right upper leg, bone
 Needs setting
 Smashed apart

Firstly, do you have a hospital? If not, build one, even if it is just a bed somewhere random. (Your dining hall would actually be a pretty good place)

Even though you don't have any dwarfs that are trained in those skills, it doesn't mean they can't do them. It just means they'll suck. So pick a dwarf who isn't busy and activate the medical skills on him and deactivate all the rest. He should run and get the dwarf and carry him back to the hospital bed.

Make sure you have buckets and prepared meals. Wounded dwarfs who can't feed themselves need to be feed by other dwarfs. Buckets provide drinks, and prepared meals provide food. I think just any food can be given to a wounded dwarf, but I've always had the most luck with prepared meals.

Finally, wait. Either the dwarf you esoterically assigned to be a doctor will patch your dwarf back together (assuming you have a traction bench, cast powder, and crutches) or he'll keep him alive until a more skilled dwarf comes to save the day.

Narcolapser's answer is partially correct: I'll add/clarify a few things.

Hospitals are set up with the zones menu i. For best operation you should have in the hospital zone: beds, constructed boxes and bags (for storing suture, bandages, and the like), and traction benches (made in a mechanic's workshop). You will also need thread for suture, cloth for bandages, splints, crutches, and plaster powder for casts. Positioning a well or other water source and a food stockpile near to your hospital is also handy as it will cut down on travel time for dwarves caring for their immobilized comrades. Also make sure some of your dwarves are assigned to the "Feed Patients/Prisoners" and "Recover Wounded" labors.

Aside from having a dwarf with the correct doctoring labors enabled, you also need a Chief Medical Dwarf assigned in the nobles screen n. Medical care will not begin in earnest without one. For efficiency's sake, it might be best for your Chief Medical Dwarf to be your only diagnostician, and to leave the real work to other doctors.

Finally: understand that some dwarves might never be healed. I have one dwarf that has been lying in a coma for years after a nasty run-in with a werewolf. Regardless, we are here to help you through the grieving process.