Whenever my 4 year daughter has a runny nose, and its often, it converts in a dry cough, and the cry cough in pneumonia, why and what to do?

Hard to say: The data presented are vague. Does she develop x-ray proven pneumonia weekly/monthly/yearly/ etc.? If this happens frequently she should be evaluated for a problem with her immunity.

Pattern: A virtual consult may be helpful in determining the cause of the recurrent infections. I would suggest using nasal saline, to decrease post nasal drip. An antihistamine over the counter may also help. I would suggest a detailed review of possible triggers.