I have a fracture in my knee cap and I've gone threw therapy for 6 weeks with no improvement and I don't know what to do?

See your doc again. While it is not uncommon to continue to have pain 6 weeks after a fracture, it is important to follow-up with your physician and discuss why you are still hurting. It may be due to typical post-injury tendonitis/weakness/muscle spasm or there could be delayed or incorrect healing. A repeat xray and examination is recommended.
Need more info. Usually i begin therapy for a patella fracture after 4-6 wks depending upon the type of fracture and healing. The exercise program will last for months.