Yes, you both need to go to a doctor. We can't tell you if it will go away on its own since we don't know what is causing the problem. However, it does sound like something that will require a doctor's attention. If it is an STD, it might require medication. If it is a urinary tract infection, it might require antibiotics. I would suggest going to the doctor sooner rather than later. Even something as simple as a urinary tract infection can spread, causing a serious infection in the kidneys.
You can go to your regular doctor. You can also go to a clinic. You can look for something like Planned Parenthood.