Does it mean l'm employed or is it like I have work to do?
This sentence out of the blue would mean "I have a job"
This usually means i have work to do
why not : I have a work (not accepted)?
Because work is not a countable noun in English. You can't have "a work" or "two works". You just have work. (Unless you are talking about works of art, which this is not about.)
thanks a lot for your answer!