The lungs don't have pain receptors, so they aren't hurting, but there are areas around the lungs that can and do hurt. If this is new, I'd suggest seeing your doc, because there are some things that cause pain that can be treated. If you've been coughing, it could be muscle pain. If it's chronic pain, what does your doc say about it? If you don't have a pulmonologist, find one. You PCP, good as they might be, are not often experts in lung disease. You wouldn't let your PCP manage your cardiac issues; why let them manage your pulmonary ones?

To me, those are two very hard jobs when we're not feeling our best. Hope you feel better.