Nak, if baby's showing signs ng infection like swelling, pus, or fever, please go to the doctor or clinic right away, better safe than sorry with babies!
For now, don't put anything on it without checking with your pedia first, lalo na hindi mo alam kung anong insect. One of my mum friends swears na the doctor can tell right away kung ano 'yan at what's safe to use on baby's delicate skin. Just keep it clean and covered muna if you can, pero talaga, a quick call to your pediatrician is best, they can give you the right advice for baby's age. Sending you strength, mama!