The answer depends on what the warrant is actually for, and your situation has a detail worth sorting out first.
If you discharged your sentence completely, meaning you finished all supervision and are no longer on probation or parole, then a parole or probation violation warrant should not be possible. Violation warrants are issued by the supervising court when someone breaches the terms of active supervision. Once you are fully discharged, that supervision is over and there is nothing left to violate.
If the warrant exists despite your discharge, it is either a clerical error that needs to be corrected through the court, or it pertains to something other than a supervision violation. It could be a failure to appear on a separate matter, an outstanding fine, a new charge, or something that predates your discharge that was never resolved.
The only way to know for certain what the warrant is for is to have an attorney pull the case information from the issuing court. Do not walk into a police station or courthouse to ask about it without legal representation, because an active warrant means you can be detained on the spot regardless of the reason behind it.
Once your attorney identifies the source of the warrant, they can often arrange a voluntary resolution on favorable terms. For clerical errors, the fix can be relatively straightforward. For substantive issues, having counsel in place before you address it is essential.
Get legal help before this catches up with you in a less controlled way.