I have been having pretty bad sciatic nerve pain for the last 3 weeks. Do I need to seek medical help or can I do something on my own to help it?

See a doctor . Although usually sciatica is a self-limited problem, it may take 3-5 weeks see your family doctor to get some analgesics and evaluation of potential serious issues.
Core strengthening. Exercises that strengthen the core can be helpful in maintaining integrity and reduce stress on the spine. Typically disc herniations will resolve on their own as soon as 3-6 weeks or as late as 6-9 months. Just depends on how you take care of yourself, exercise, anti-inflammatories, tylenol (acetaminophen) and if you need to lose weight that will help immensely. You may still need an epidural steroid injection.
See your doctor. 3 weeks of sciatic pain (pain running from your back down your leg) deserves an evaluation. An MRI is likely in order.