What should you do for a swollen leg?

See a doctor: First of all, you need to find out why it is swollen. Once you have a reason, the best thing to do is to treat the cause.

See your PCP: It should be evaluated and diagnosed since there are some serious conditions which can cause this. In the meantime elevate the leg and apply warm wet compresses if it is painful. Don't postpone evaluation! this is an important sign.