I think my skin is infected! I can see pus-like liquid coming out. What can I do?

Skin Infection. If you suspect that you have a skin infection, then you should see a dermatologist so that he or she may do a biopsy and or culture and treat you with the appropriate mediations for a skin infection. In the meantime, you can try an over the counter topical antibiotic ointment per the instructions on the back of the ointment tube.
Seek attention. Pus coming from skin lesions in an otherwise healthy person often means an infection, bacterial or viral. A complete history and exam of the lesions is paramount in diagnosis and treatment. This could be as simple as an acne like pimple, to a life threatening infection. And it is best that the lesions are seen in person and not treated over the phone.