I think you'll find that example is in the key of E minor rather than E Major... so the notes are in key. I can't see an F in there I don't think... The Bb would be a flattened fifth - the 'blues' note. Not strictly in key, but it is common....

However, you can use notes that are not technically 'correct' - it's about how you resolve a phrase. Try playing a note a semi-tone below one that is in key, and just bend it up. Maybe play a fast run of three notes, with the first and last being in key, and the middle one being outside.

There are so may options... have a play with it - your ears will tell you what worked and what didn't... :D