I'm training for a marathon and rolled my ankle and was out for 3 weeks now back but bad pain below knee, is this a shin splint?

Maybe- exam needed. A sudden uptick in mileage or intensity after a period of rest is often the recipe for a stress injury such as a tibial stress reaction (shin splint) or frank stress fracture. Obtain an orthopaedic evaluation to obtain a diagnosis and treatment plan specific to your injury and situation.
It may be. Pain is the body's way of telling us that we are doing too much and it is causing injury. You need to rest, ice and elevate. See your doctor for follow up and if symptoms persist despite immobilization, consider bone scan versus mri. Good luck!