If you are dealing with harassment in the workplace, very important that you complain to your employer. Give them a chance to investigate your allegations of gender discrimination, or harassment based on your race, color, pregnancy, national origin – it doesn’t matter. The point is, that you have to give the employer, the company, the opportunity to fix it.
If they don’t, and they probably won’t, don’t expect too much from them. But the idea is to give them the chance to fix it. Then if things get worse, or if they don’t take you seriously, you will have proof that you gave them the chance to resolve it, and that will give you the leverage that you need – the ammunition – so that you can hold your employer accountable later, if push comes to shove.