Honestly I would, the best way is to straighten a paper clip, then heat up one end of the Paper clip with a lighter, then push it through the middle of the toe nail with out driving it in your toe of course. This will relieve the pressure under the nail. The heat on the paper clip or needle (wide one, thats why paper clip is better) will go through your nail very easily.
I dropped a 45 plate off the shoulder press and didn't drain my toe, was going to PR 2 days after I did it and didn't want to risk infection. Went to the foot doctor the next week and he said it would have felt 100% better had I drained it, just an fyi
Ive drained one before with a very small drill bit if you have access to one. I you want to avoid the pain and throbbing then draining it is the way to go. Probably loose that nail in a few weeks as well.