You can roll your pants up if you like as they wax from just above the knee usually for a half leg. Just make sure they get up that far. Most salons will offer you a towel to cover yourself with. Be aware that there may be wax residue on your legs so don't wear your best pants or skirt or plan to go anywhere afterward.

The pain is a bit like having hot sand blown on your legs atleast it is for me. It goes away very fast.

Relax and enjoy.