I don't think so. Probably more like this. . .
That is close to the way I rolled when my knees hurt all the time.
But here's the thing, your knees don't have to hurt. Mine don't hurt anymore. It's been three years, and I didn't have surgery.
Foam rolling is truly great, but it's not everything. You have to strengthen your glutes, seriously stretch your hip flexors and probably your calves, improve your hip and ankle mobility, and generally learn to let go of the tension in your muscles.
It is very possible that your PT won't address all of these issues effectively.