The most common cause of outside/lateral knee pain is due to ITBFS (Iliotibial Band Friction Syndrome). Training volume issues, as well as biomechanical problems, have been related to ITBFS.
Of course, your health professional will be able to diagnose your symptoms most accurately and help you clear out more serious causes of pain including problems to do with the knee meniscus, osteoarthritis, muscle tendinopathy issues or referred pain from the low back.
When working on the ITB, it is important to note that the structure itself is mainly non-contractile (non-muscle-like), so it is best to work on the muscles that give rise to ITB.
These muscles are your TFL (Tensor Fascia Lata) and Gluteus Maximus muscles. There is also a muscle which lays directly underneath the length of the ITB which is called Vastus Lateralis. This muscle is the most lateral quadriceps muscle.
Using a foam roller to the TFL, Gluteus Maximus and the Vastus Lateralis helps with lateral knee pain relief temporarily, which gives you an opportunity to work on those rehab exercises shown by your health professional.
Remember that the soft tissue work itself doesn't do much to 'fix' the cause of your problem. However, used wisely in conjunction with good corrective movement exercise, can help you recover from pain and minimise the risk of recurrence.