What is done for sciatic nerve pain?

Depends: Initially you should try conservative treatment such as physical therapy and anti-inflammatory medications. If you see no improvement then the next step would be epidural steroid injections from a pain management specialist. Or you may even require surgery if nothing else is helping. Start with your primary care doctor for treatment.

Pinched Nerve: Since you are asking I would think that this is bothering you a lot, therefore I would suggest seeing a pain/spine specialist to evaluate you further to evaluate what level and what can be done to treat you. There are interventional treatments besides medications and surgeries that might reduce or eliminate the pain altogether.