I am having a lot of pain in my face. What can I do to relieve this pain?

Many causes. Sinusitis, trigeminal neuralgia, bell's palsy, temporal arteritis, apinful scalp syndrome, and many others can cause this. The distribution of pain is very important. See your doc.
Depends on cause. There are many causes of chronic facial pain and treatment depends on the problem. This could be related to nerves, sinus, teeth or other things. You should be evaluated by an ENT specialist or perhaps a neurologist to get the right answer.