Asthma cannot cause pneumonia, but pneumonia can set off an asthma attack. Have you had a pneumonia shot in the past 5 yrs? If not, you might want to ask your MD about one. If you have a cold, you might want to use a humidifier in order to keep your secretions thin so you can cough them up easily. If you don't mind me asking, what is your age? Adults who never experienced asthma as a child, can develop asthma due to gastric reflux, continuous sinus infections, etc. If you are an adult, you can ask your MD for a spirometry test which will determine if you are truly asthmatic or allergic reactions causing asthma symptoms. Good luck.
Asthma info only; not meant to be advise for medical tx; ALWAYS do exactly as your MD instructs.