Hi,
Adhesive capsulitis treatment varies, especially with the type of injection given and when physio treatment can begin. If a cortisone only injection was given you need to know where the cortisone was placed eg capsular, AC joint, bicep tendon sheath etc. If a capsular hydrodilatation was provided (small amount of cortisone, anaesthetic and up to 40 millilitres of saline) the advice varies from one specialist to another.

With cortisone only, gentle home pendular exercise can be done in the first few days. Sometimes moderate lasting anaesthetic is used with these injections. The effect will wear off within a day, maybe longer, then the cortisone will begin to work gradually. The cortisone may take over 6 weeks to improve the shoulder movement during which the patient can gradually increase passive and active range of movement plus strength. Be aware that shoulder retraction and depression should be encouraged. Slow down if the patient reports aggravation.

With a hydrodilatation I prefer to assess how much post dilatation movement can be achieved immediately after injection whilst anaesthetic is working. Continue to mobilise the shoulder through available range and encourage the retraction depression posture. The patient should use pain killers to manage their pain post procedure to ensure that the capsule does not re adhere.
Note, if the post hydrodilatation movement has not improved the technique has not been done correctly or the patient has been misdiagnosed.
Let me know if the above helps or if more info is required.
Cheers,
MrPhysio+