I would keep an eye on her and see if she continues coughing. She may have something caught in her throat, and one way to find out is to take a tiny morsel of white bread and soak it in milk until it makes a bit of a mush. Then nuke it for a few seconds in the microwave and give it to her. If she eats it, often times it will help push whatever *might* be obstructing her throat down her gullet.
If she is up on her shots and just coughed one or two times, she also could just have a hairball. Even short-haired cats are known to get those.
But if she is coughing a lot, off her feed, not using the litter pan or drinking water, I would take her in.