By building a people powered movement through solidarity, establishing workers co-operatives, industrial unionization, pro-revolutionary social spaces and through direct action. As the working class becomes increasingly organized and class conscious, we can increasingly reject capitalism and the state. If the working class refuses to perform labor for the ruling class, in an ideal world, we can remove them from power without a single loss of life. In reality, they would use violence against us, so we would need to be ready to defend ourselves.
By all means, vote away, under our current system, it can be viewed as harm reduction. But if you have time and energy to spare, that time and energy would be far better spent agitating for real change and engaging in the activities I mentioned above.
Vitally, learn about anarchism, and how it presents a solution to our deeply, fundamentally broken society.