A second opinion would be a good idea, but make sure your doctor know that the medication and physical therapy are not working. They might change their approach - particularly if they know you are going for a second opinion.
I have had knee pains, too. Sometimes it has been fixed by a visit to the chiropractor because my body weight was out of balance. Most recently, I had a much worse knee pain that made walking difficult. Went to an orthopedic/sports medicine doctor. X-rays showed no Arthritis, but an MRI revealed two meniscus tears. I had three options - PT, injections, or surgery. I opted for the PT, went home and searched online for exercises for meniscus tears and did my own program. The pain went away and I can walk just fine. Sometimes, the pain starts to come back, but doing the exercises again solves the problem.
There could be other things causing your knee pain. Encourage your doctor to look further - or get that second opinion.
Background provided by asker:
For the past several weeks I have been dealing with relentless knee pain and my doctor hasn't done anything except order medication and physical therapy which obviously isn't working because I am still in relentless pain that keeps getting worse.
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