I think I have an e. Coli infection. What should I do?

Where? Many types of ecoli infections require antibiotic therapy. This includes urinary tract infections. Some diarrheal infections require therapy. You need to see a physician to determine if you, in fact, have an infection requiring antibiotics, and what the appropriate antibiotics would be.
See your doctor. What makes you think you have e. Coli infection. It usually causes urinary infection. Do you have any symptoms of infection? It is not feasible to provide a more meaningful suggestion without examining you.