All a doctor would do is pop it and drain it and use some sort of antiseptic like hydrogen peroxide or iodine on it. You can do that yourself. If it was someplace more "sensitive" I would say definitely get it looked at, but on a finger? Bah
Gotta pop that thing and get the infection out. Put some alcohol (not hydrogen peroxide) on it then some bacitracin and wrap it up. Its not streaking, so no cause for immediate concern.
if you start seeing redness spreading from there after you've popped it and put on neosporin, go to the doctor as it could be a nasty bacterial infection that is spreading.