Physical Therapy should not cause any pain and should actually make you feel better.
But sometimes you might feel a bit sore after the physical therapy is over with and the soreness should go away within a few hours after having the physical therapy.
If you're still feeling pain after physical therapy then it would be a good idea to let the physical therapist know about the pain as it should not hurt much if at all when you have physical therapy.
Although sometimes a bit of pain in some areas might be normal but usually the physical therapy should be painless.