“How can I heal a sprained finger?”

It really depends on which ligaments in your fingers have been injured. In general, you would splint the digit initially or buddy tape the digit depending on the hard involved. You would try to keep it iced and elevated until the swelling resolved. Then you would begin range of motion of the digit and perhaps episodic protection until full range of motion has returned. If you are having continued pain in the digit where there is any deformity, all that I would recommend you have evaluated by an orthopedic surgeon and perhaps have an X-ray performed. 
Good luck.

You should probably see your physician, to make certain that it is not fractured. If it is sprained, then treatment usually consists of range of motion exercises, use of a compressive wrap to help with the swelling, such as Coban wrap and anti-inflammatory medications as needed. However, I would first recommend you see a physician to make certain that it is just a sprain.

Sprained fingers require time, range of motion exercises, and compression wrap at night time. I typically recommend you see a doctor for an xray to be sure it is not broken.