On xarelto for 2 months since diagnosis w/ pulmonary embolism. Pain in left arm and left leg still, is that normal? Will it go away? Should I be worried?

Talk to your doctor. Not sure why you have pain in the left arm since this is unusual with PE and suggests something else going on. Even if you had DVT in left leg the pain should be gone by now. Time to reevaluate your situation.
Pain. I doubt your pain is related to pulmonary embolism or xarelto. As far as whether you should worry or not, i cannot tell you without further history and exam.