My wife just had pulmonary embolism she can't catch her breath how dose she start exercising?

Take it slow: A pulmonary embolism causes a segment of the lung to be inadequately aerated, this will cause shortness of breath. So the best advice is to start slowly but remember this is a traumatic event for the lung as well as the body so it takes time to heal.

Ask your doc: If you have persistent shortness of breath more than a few weeks after a pulmonary embolism you should be seen by a doctor who can evaluate whether the pe has sufficiently resolved and to evaluate whether you now have pulmonary hypertension as a result of the pe.