Most sinus infections are not very serious or serious enough to warrant a visit to the ER.
If you have a sinus infection it will usually go away on it's own within a few weeks but if not you should just go to the doctor to have it checked out.
The ER would not be able to do much for the sinus infection unless you're unable to breathe or having trouble breathing.
Going to the ER for a sinus infection would be very costly as well so I would advise just going to a walk in clinic or your own doctor.
You can take a steamy hot shower and breathe in the steam and use some Vicks Vaporub on your chest or below your nose to help with the sinus infection.
Using a saline solution in your nose to help clear your nasal passages can also help.
In my experience whenever I've had a sinus infection it went away within a few weeks.