The windshield wiper arm to turn on the wipers fell off. How do I put on a new one?

as I recall there is a "keyed Knurled" stub there believe there is a spring retaining arm there too...you have to orient the angle to the angle that it was at~then push on to the knurled nub~

Actually, I think it broke off,,,,can I install a new one?

I think the key PHRASE here is" to turn on the wipers". In that case you need to replace the entire handle. If you take off the shroud surrounding the back of the steering wheel. Where the shifter is located, take it out by removing the screws and unplug the wiring clasp. Bring it to a junk yard and ask them for a good used one.