According to a reputable wilderness rescue training organization, these are the guidelines taught in wilderness medicine that you should follow for impalements:
Core impalement. Impalements to the head, face, trunk and other core
parts of the body are usually left in place. Primary focus should be
on bleeding control and secondary efforts to stabilize the object in
place with sterile bulky dressing. Minimizing movement of the
impalement will help to reduce subsequent damage. In some cases when
the impalement is from a larger object, consider reducing the size of
the object to facilitate evacuation. Impalements to the eyes get
special attention. Not only does the object require stabilization in
place over the affected eye, but the unaffected eye needs to be
covered since movement of one eye is linked to the other.
Extremity Impalement. Wilderness medicine guidelines suggest that
impalements to the extremities can be removed to facilitate
evacuation. If your patient can or needs to self evacuate, prior
removal of the impaled object can help. Proper wound management will
help minimize the risk of infection. In some cases extremity
impalements remain stabilized in place.
Basic Life Support. Any impalement that interferes with a basic life
support intervention can be removed. For example, if CPR is indicated
based on patient assessment, and an impalement would impede proper
CPR, the removal of the impalement is acceptable
If you do remove the object, there will be external bleeding, and at least some degree of internal bleeding you can't see. There's nothing you can do about internal bleeding, so focus on external bleeding. The first step should always be direct pressure. Use whatever absorbent cloth you can get your hands on (a t-shirt will work well). Elevate the body part above the level of the heart if possible and apply forceful, continuous pressure on the wound for at least 15 minutes. If that doesn't stop the bleeding or at least slow it significantly and the wound is in an extremity, consider a tourniquet. But make this choice as a last resort because you are very likely sacrificing the limb. You cannot remove the tourniquet after about 2 hours even if you think the bleeding has stopped permanently because the limb will be full of toxic waste products and flushing that blood back into the systemic circulation could kill the patient. You can, however, slowly begin to loosen the tourniquet after about an hour to see if the bleeding has stopped. If it has, go ahead and release it but otherwise it probably needs to remain on until medical help can be reached.