Almost everyone that suffers a femur fracture will get screws, nails (also referred to as a "rod"), plates, and maybe even other things I don't know about... just depends on the injury. In all cases these parts will be made of titanium or stainless steel. They won't (or shouldn't) get infected.
Here is a picture of femur screws. They hold the rod in place. For example, I have one screw in my femur near the hip. I have two other screws about an inch apart near my knee.
Here are the femur nails or rods. Various lengths to fit the individual. The doctor will drill a pilot hole down the center of the femur. This will serve as a guide as they literally HAMMER the rod down the femural shaft. It is very violent and results in heavy trauma to the thigh. My thigh was swollen and the color of an eggplant for a a few weeks... and I'm not exaggerating.
And here are the femur plates... notice they arent simple flat pieces of steel. I don't have any plates in my leg, but they are very common in femur fractures. They are especially helpful in comminuted breaks where they need to hold together femur bone fragments.
This is an xray focused near the knee. You can see the two screws very clearly as well as the femoral nail/rod that goes down the center of the femur bone.
The implants can be removed. For a variety of reasons someone may want or need to have the implant removed. I have heard stories where the screws will get loose and cause discomfort. This doesn't mean they'll start to work their way out of your femur. A small amount of movement would be felt. This movement is referred to as "subsidence". There are pros and cons for removal. Some bad things are the pain/inconvenience of surgery and recovery (which of course wont be nearly as bad as the break), risk of complications if you ever get in another accident and break the femur again, and other problems that you can't even think of. Your doctor will tell you that the implant should not cause any pain or discomfort for the rest of your life. While generally true, you just need to weigh it for yourself. Obviously, if you are suffering from pain, aches, discomfort then you should see a doctor and determine if the implant needs to come out.
This is a really good two minute video that illustrates a femur rod surgery going up from the knee. The same procedure can be performed where the rod is inserted from the hip area.