I have a swollen vein on the front of my knee cap ,it does swell from time to time and can be painful ,should i be concerned?

Try support stocking: This may be a varicose vein and may need to be addressed if it is causing discomfort. If there is redness associated with it you may have a superficial phlebitis. If just swollen you can try a compressive stocking.

Yes.: If your sure it's a vein, then see a vascular surgeon, for evaluation and possible treatment.

No: The vein involved is not part of the deep system, and as such there would not be a concern about it causing a pulmonary embolus. But if has been a persistent issue, I would not hesitate to be seen for it.