“I have an office job.”
You're at a party. Another guest tells you that he's a professional musician. He asks what you do. You work in an office, so you say this.
I have an office job.
When someone works in an office, you can say that they have "an office job":
Back when I was younger, working office jobs, I was miserable. Now I'm my own boss, I make my own hours, and I get to work outside. It's great!
The phrase "office job" sounds a little boring.
Use the phrase "have a job" to talk about someone who works for a company or another person:
Does he have a job?