Where to Go to Remove Infected Lipoma?

You cannot be sure that it is a lipoma. It could be an infected sebaceous cyst which are more common in the scalp than lipomas.
You can to to a general surgeon, a plastic surgeon, an otolaryngologist, a facial plastic surgeon.
First you need to stop touching it without washing hands, start oral antibiotics. Your physician will then see you after the infection has resolved. At that point you will be scheduled to undergo lipoma/sebaceous cyst excision in an operating room under either local anesthesia, twilight sleep or full general anesthesia.
Regards

You should go to a board certified dermatologist, plastic surgeon or facial plastic surgeon, all of whom should have experience with infected lipomas. Depending on the severity they may perform a minor procedure to incise and drain the infection, place you on antibiotics and local care, allow this to heal by what is called "secondary intention", that is without suturing (because of the high risk of reinfection). Once it has healed without signs of persistent infection,, any residual lipoma can safely be excised. Lipomas cannot be "drained" and need to be excised. This also could have been a lesion called an epidermal inclusion cyst which also must be drained and probably are more common on the scalp. Either way, get it attended to before you develop more problems and local hair loss.