If you have any reason to believe your pet has swallowed a foreign body (toy, ball, bone or other item), she needs to be seen by your veterinarian immediately.  Foreign bodies can become blocked in the digestive tract and lead to death.  There are a number of things that can cause coughing including but not limited to: upper or lower respiratory disease, cardiac disease, infections, parasites, trauma, asthma, tracheal disease and heart disease.  The only way to know what is causing the cough is to have her seen by your veterinarian so that she can be accurately diagnosed and appropriately treated.