If it's a boil or a cyst you need to get it to come to a head, like a pimple. Apply warm (as warm as you can handle) wet washclothes to the area repeatedly until it comes to a white head. this may take a few days, Then go in to your doctor to have it lanced which will release any pus inside it and allow it to heal.
Being 38w pregnant, if this is still there when you give birth if you give birth naturally you need to talk to your doctor about getting a shot of antibiotics before the baby is born to help prevent baby from getting any infection problems.
It could be a boil or an abscess. A boil generally starts as a reddened, tender area. Over time, the area becomes firm and hard. Eventually, the center of the abscess softens and becomes filled with pus. Finally, the pus "forms a head," which can be surgically opened or spontaneously drain out through the surface of the skin.
Apply warm compresses on the boil and keep the area clean. Drainage of the boil is done only when it becomes soft and forms a head. Take some over the counter pain reliever and put some antibiotic cream like Neosporin. If the symptoms persist then you may need oral antibiotics prescription.
It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided. For exact diagnosis, you are requested to consult your doctor. I sincerely hope that helps. Take care and please do keep me posted on how you are doing.