My brother did this. I'm sure you can go through your GP or psychiatrist, but at the time he did not have either. He simply drove himself to the ER and told them he was too overwhelmed and was worried about hurting himself. They did put him under a mandatory 48 hour hold, but they got him into a room almost immediately and gave him meds and a safe place to sleep.
If you think you should go, go. There's nothing to lose by doing so. And I hope it helps you. :hug: