Yes, ask the doctor what is meant by physical therapy. It could be that you just need to exercise the leg with your hands, to move the muscles and tendons. But even then you need a "how to" and "what to".
We had a large Golden, about 90 pounds, that had a stroke and lost use of his rear legs. We used water, still water in a nearby river, to get him dog paddling, he natural reaction. This exercised his rear legs and within a month or so he was back walking - not long walks and no playing but he could get around and even up a few steps.
My suggestion: be extremely slow and gentle about it, but do it. Your dog will let you know if you do something that hurts. I have always been told by doctors and therapists that physical therapy should not be painful. I assume that goes for dogs as well. You will have to gently 'test' her limits, so you know where to stop. Also I don't think you should do it for more than about 15 minutes at a time. Too long may cause her undue stress, and might make her sore. Hope this is helpful. Blessings - Blu
Did the Vet mention what type of therapy? Since this is a small dog, I thing aquatic therapy would really benefit her and you should be able to use your bathtub. Ask your Vet if you can do that.
Hard to explain in depth here, but look it up on the Internet.