Right side of my face has been swollen for 4 days last time this happened it was due to a sinus infection. If not treated what are the health risk?

Go see a doctor ASAP. Untreated bacterial sinus infections can cause many complications including brain abscesses, blindness and death. Go see a doctor.
Low risks. Most of the time responds to nasal saline, decongestants, and time. See your doctor to see if antibiotics are necessary. It is possible they will add antibiotics if inded the swelling of the face is due to sinusitis. Rarely, there can be an extension of a sinus infection into the orbital space (eye) or the brain. Again, it's rare...