When I first hurt my ankle, I went to the ER cause my ankle was swelling up to about twice it's normal size. X-Rays showed nothing, so we knew it wasn't bone damage. After going through 2 doctors, the first of which was a mountebank, and 2 MRI's (the mountebank managed to lose the first one), I ended up with the second, an ankle specialist, who actually knew what he was talking about. After he sent me for the MRI, that was the second one, he said it showed damage to my achilles tendon, and the cartilage padding in my socket. I had surgery for removing the debris on my achilles, and fixing the partial tear. I may need another surgery for the cartilage, but hopefully not (even if I need it, it will not be as serious because the achilles tendon surgery required an ~4 inch incision, while the other one can be done orthroscopically).
Most likely, if any X-Ray doesn't show a broken bone, you will be sent for an MRI, then physical therapy or scheduled for surgery depending on the severity. In my case, they sent me to physical therapy first, which did nothing, so thats when they scheduled the surgery for me.