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The description, you have provided seems to be boil, abscess or a carbuncle. They usually require an antibiotic or incision drainage (lancing). You can do the following;
1) Warm compresses and warm sitz bath
2) Anti-inflammatory analgesics like Motrin or Advil
3) An oatmeal lotion is sometimes soothing. Read the resource;
If pain increases, you may need a trip to ER or an urgent care clinic.
Please feel free for your follow up questions.
If the infection is low grade and the collection is minimal these measures may help and the swelling may resolve spontaneously on its own. Sometimes it opens up the skin on its own and so pain is relieved and healing is facilitated. Otherwise there are no other measures except those I mentioned, I am afraid.