"i come to work" is literal and work is a verb. how would you say "come to work" meaning the place? venho para trabalho?
English naturally uses the present perfect here: "I have come to work" or even more naturally "I've come to work."
Only a non-native speaker would spontaneously say, "I come to work."
It is important to provide for English as it is actually used, not strictly in word-for-word translation.
For instance, the only time one uses the simple present for everyday actions is when using the present historic to tell a story: "So, I eat an apple. Then, I go to school, and who do I run into? My friend Paul."
Or with repetitive actions: "I come to work every morning to a pile of paperwork on top of my desk."
Or you could mean that you come for this reason: "I come to work." (not to play).
... But do you actually say "eu venho trabalhar"? and not "eu venho para trabalhar"?
Well, I am bot English bative speaker, but "I come working" still sounds much more correct than whar you offer here...
The "to" is included in the infinitive of the verb, most of the time (there are some exceptions that popped up in other lessons).
Also «vir» + infinitive, as in this sentence. :)
Note: when using the present progressive though (for example, "I am going to the park."), it would be «Estou a ir ao parque.» in European Portuguese, and «Estou indo ao parque.».