I am on progesterone. What can I take for the swelling of legs and face?

Usually nothing. Most women are on short term Progesterone and swelling should be temporary. I hope it's an fda approved formulation... If you are taking it in pregnancy, then meds like spironolactone would be contraindicated.
Sprinolactone. Swelling is rare with Progesterone so you should see your doctor to evaluate other causes. Spironolactone is a potassium sparing diuretic that we use for edema.