Very unlikely - although swans are powerful birds and are the largest bird in the UK. Unless you are suffering from a condition like brittle bones, are a child, or happen to fall as a result of being hit by a swan, you are very unlikely to break you arm or leg by being hid by a swans wing.
They can give you a nasty bruise though, and their nails on their toes can scratch skin if you pick them up, and they have a nasty peck, buts thats about it really.