I sprained my ankle at work, where should I go to get this fixed?

Depends. Ankle sprain treatment varies depending on the severity of the injury. Some minor sprains do not need any medical treatment. On the other hand, if you're having significant pain, swelling, bruising and difficulty bearing weight on the involved limb, i recommend you see a healthcare professional for further evaluation and treatment.
Depends. If injured at work, you may have someone present at your company to see you. If not, you may be directed to the company's worker's comp doctor. Otherwise you may wish to see your pcp, an orthopedist, a podiatrist or go to an urgern care center. You should notify your supervisor and explain the accident and document when, where and how the injury occured. Be safe and be careful.