In Spanish we say:
"Tengo que trabajar."
If it helps you, it's similar to English: "I have to work."
When you use the expression "have to + verb", it's basically the same as the Spanish expression "tengo que + verbo en infinitivo", so remember "have to" same as "tengo que". Here are some more examples for you to get the idea:
"Tengo que viajar a Europa por negocios."
"Tiene que renovar su visa."
"Tenemos que decidir cuándo hacer la fiesta."
You don't say "I have work" but "I have to work" (actually, you do say "I have work (to do)." in English, ha ha ha, but it's a different case, in that sentence, "work" is a noun, so you'd say "Tengo trabajo que hacer." in Spanish)