What should you do with my broken finger?

Repair it. Reduction of a fracture with stabilization are the essentials of treatment. Whether this required open or closed treatment and for how long is a decision that should be left to an expert who examines you on a regular basis.
Splint. Depending on the fracture it should be splinted to adjacent finger (buddy tape) or aluminum splint. It takes 3 weeks to heal small bones.