I have a big lump on my vagina lip and it popped and bleed for 4 hours and now it burns when I pee. What do I do?

Wash it well, maybe sit in the tub for a while and splash a little peroxide on it (will sting), and put an antiseptic cream on it, like bacitracin or neosporin (or some are both).
You asked this under Pregnancy - are you pregnant?
Could you have an STD?
Although it's common to have all sorts of bumps, cysts, pimples, ingrown hairs, etc, in the crotch area for both women and men, if you have a disease you need to get to a clinic.