If the heat injury isn't too severe then you need to seek a cool or shaded area, get plenty of water to get hydrated again and remove any tight clothing or clothing that you don't need.
Also taking a cool shower, sponge bath, or or just soak in a cool bath to cool your body off.
If the heat related injury is severe and you're vomiting, blacking out or have diarrhea you need to seek medical attention has heat stroke is a medical emergency and can kill you or cause other problems.