You might can try putting an antibiotic cream on it like neosporin and put a warm towel on it and see if that helps. It’s probably nothing you should be concerned about.
I don't think it is necessary to have it checked. Take a few sitzbaths and see if it goes away. Waxing can be irritating to the general area, and there are a lot of other reasons for little pimple-looking things in that area that are not serious. Just don't try to pick it or pop it, then you might get it infected. That would be more of a problem than you have right now.