Go through these in order and stop at the first one that applies. If you are reading this for someone else, answer for them.
Call emergency services for chest pain, severe shortness of breath, fainting, signs of stroke, or sudden loss of bladder or bowel control with new leg weakness or numbness.
These concerns usually do not require emergency care.
Contact your therapist or healthcare team promptly if you develop persistent swelling, worsening pain, a new inability to bear weight, increasing wound redness or drainage, or new numbness or weakness after treatment.
Seek urgent medical advice for a hot, swollen, painful leg, especially if it is new or affects one side.
These are not routine effects of physical therapy.
The article also says
For ordinary muscle soreness, difficulty completing exercises, or questions about your plan, contact the therapy clinic during normal hours.
Every sign above is quoted from the sofidex article on Physical therapy. If you are not sure, err upward — it is always reasonable to be checked.