Having a cold for past week, coughing/runny nose, i feel like i'm getting better but today's coughing trigger headache/pressure, should i be concerned?

No: A hard enough cough will give you a headache. Think of the amusement park game where you take a hammer and hit an end of a see-saw and a weight goes up and sounds a bell at the top of a rod. When you cough you set off a pressure wave in your spinal fluid which goes up to your brain and gives you a "Klop" up there. Now get some chicken soup and rest.