Knee osteoarthritis is a degenerative joint disease that induces chronic pain and disability. Bone morphological analysis is a promising tool to understand the mechanical aspect of this disorder. This study proposes a 2D bone morphological analysis using manually segmented bones to explore morphological features related to distinct pain conditions. Furthermore, six semantic segmentation algorithms are assessed for extracting femur and tibia bones from X-ray images. Our analysis reveals that the morphology of the femur undergoes significant changes in instances where pain worsens. Conversely, improvements in pain may not manifest pronounced alterations in bone shape. The few-shot-learning-based algorithm, UniverSeg, demonstrated superior segmentation results with Dice scores of 99.69% for femur and 99.60% for tibia. Regarding pain condition classification, the zero-shot-learning-based algorithm, CP-SAM, achieved the highest accuracy at 66% among all models. UniverSeg is recommended for automatic knee bone segmentation, while SAM models show potential with prompt encoder modifications for optimized outcomes. These findings highlight the effectiveness of few-shot learning for semantic segmentation and the potential of zero-shot learning in enhancing classification models for knee osteoarthritis diagnosis.