In asia I've been bitten by tiny bug (smaller than bed bug). Its leaving a small wound that still itchy after couple weeks. How to treat this wound?

Be seen. Various insects can potentially carry disease. It is probably just an infected bite, but see your physician to determine if you need a specific antibiotic.
Examine bite site . Make sure there is no stinger in bite site - need someone to examine the area and scrape the area - try exfoliant locally.