What can I do to relieve hip bursitis, sciatic nerve pain and groin pain?

See doctor. All of these are different problems with different treatments. In some cases they can be linked together. I would recommend seeing your md to help localize the source of your pain and to discuss treatment options. Treatment options for the above may include medication, injections, and physical therapy.
It depends on what . Is it are the underlying causes of these symptoms. Do you have a back &/or hip problem or even an si joint issue as well. You need an evaluation to see what the diagnosis entails and then direct treatment which can range from: medication, local midalities like heat or icing, injections, pt and activity modifications.