Yes you should keep your sprained wrist wrapped at night until the sprained wrist has time to heal.
Once the sprained wrist has healed fully then you can take the wrap off the sprained wrist.
When you have the sprained wrist wrapped you should keep the sprained wrist wrapped up all the time for at least 36 hours.
Then after 36 hours have passed you can usually remove the wrap from the sprained wrist at night.
The sprained wrist should heal within 1 week to 2 weeks and sometimes sooner depending on how severe the sprained wrist is.
The more severe the sprained wrist is the longer the sprained wrist will take to heal.