Apply heat to the eyelid and wash it with an eyelid cleaner. There are several available commercially, but dilute baby shampoo
will also work.
Heat a wet wash cloth in the microwave for a short time (15 sec) and if not too hot ( you do not want to damage your skin and the skin on the eyelids is very thin) apply to the sty. The clean it with lid scrubs. Some of these need antibiotics.