Patellar taping is very effective for pain relief. It does not retrain the muscles around the knee or hip to support proper patellar tracking BUT it does help in that when there is less pain, muscle action/recruitment patterns can be improved. So, it's good to use the taping before exercises that are meant to strengthen these muscles. Eventually the goal is that the muscles take over and the tape is no longer needed.

Here is a link that shows how to do a patellar taping and this second link can show you how to do it to yourself. I don't like either video as a stand alone, but they do work well together.

Do get your PT to show you how to do it. These videos should only act as a reminder on how to do it. They do not replace one on one instruction.