What should i do in wrist sprain?

Sprain : Elevation, ice , anti inflammatory and protective brace. Must be sure that there is not a fracture as source i'd pain.

Multifactorial: R.I.C.E. Rest, ice, compression, elevation. Immobilization with a splint or brace may be of benefit in the initial phase of recovery. Oral anti-inflammatory medication may help with the pain and swelling. Once improved, mobilization and physical therapy can help restore strength and function.

Depends: Wrist sprains can lead to chronic problems and secondary arthritis if not treated appropriately, such as in developmental collapse of a scapholunate ligament tear. Tfcc tears are even being treated more aggressively. I'd see a hand surgeon to see what your options are.