I think I have COPD n I find that the inhaler I have is totally not working for my sob. What should I do. Are there different inhalers n why?

Need diagnosis... First, you need to be properly diagnosed to determine what treatment is needed for your symptoms. There are different kinds of inhalers (example: bronchodilators, steroid, etc.) and the treatment you will need depends on whether you have asthma, COPD or some other problem that will cause shortness of breath. You may need tests as well as a doctor eval. If you smoke, you need to quit.
Rescue inhalers vary. I assume you are speaking about your rescue inhaler. Basically there are 2 types beta agonists and cholinergics. Both usually work but depending on the patient one may be be better. They also both come in short acting and long acting types. Check with your pulmonologist.
Yes. You will need to talk to your doctor to determine which inhalers are right for you.