If medications can't shrink or get rid of the blood clot in my lungs, will I need surgery to get it out?

Maybe. Pulmonary embolectomy is not a commonly done procedure, but some surgeons specialize in it. Can also try through catheter. If it is necessary in your case, you will be referred. Not usually necessary.
No. Surgery is only performed for "massive pulmonary embolus" when it is considered life saving. Usually has to be done right away, so most who suffer from "massive pe" die from it almost immediately. It involves placing one on cardiopulmonary bypass and carries a risk as you can imagine. If you are alive and on medication and doing ok, your body will eventually contain the clot.