You use the phrase "come in" when you are at work to describe coming to the workplace. You can use "come in" to talk about yourself:
I usually come in at about 8:30.
You can also use it to talk about other people visiting you at your workplace, but only if they're visiting for a business-related reason. For example, if you invite someone to your offices for a meeting, you can start the meeting by saying:
Thanks for coming in.
If you're not at your workplace at the time, you wouldn't use the phrase "come in". You would use "go in" instead. For example, you can tell your husband or wife:
I think I have to go in to work for a couple hours on Saturday.
And if you want to talk about someone else going to their workplace, use "go in":
Did you go in to work today?