It does work better on the sinus area, but anywhere where swelling is part of the problem it'll help a little. It has to do with bloodflow I think; there was an article on the topic that a friend pointed out after I'd already been using it for years.

For the headaches - again, spicy food, sometimes dark chocolate helps a little (females only; has to do with hormones and tension I suspect), and for some people plunging your forehead into snow for a few seconds (AKA works wonders for me, but haven't tested on anyone else).

For the lungs...With ANYTHING to do with the lungs breathing steam helps. Really hot showers or making soup and standing over it to breath the steam are the usual methods. If that's not enough, sometimes shocking them by switching between really hot and really cold helps - like taking a few breaths from the freezer, then going back to the steam or drinking some tea or instant hot cider. If it's messing with your breathing enough to mess with getting to sleep, try piling up pillows enough that you can sleep at a bit of an angle, like in a hospital bed. It works wonders and is generally the only time I sleep on my back.

Hope that helps!