Better yet, call your doctor right away, or go to the ER. Don't wait for shortness of breath. A massive PE can kill quickly. If it is sudden leg swelling, it very well could be because of a deep vein thrombosis, which can break up and go to the lungs (pulmonary embolism), brain (stroke), or heart (attack). It is simple enough and non invasive to get a doppler done to look for a clot. If they find it you can be put on blood thinners which can prevent the above disasters.
Of course it could be something else, but it's better to be cautious.
My husband also has had PE, as well as a stroke. Last month his left leg swelled and they brought a mobile doppler to our house (he is on hospice and stays on a hospital bed in our living room). Sure enough he had developed a DVT again. We resumed blood thinners, and the swelling came down and nothing bad happened this time.