Take a nice, hard deep breath through your nose. Did you just push virus into your lungs? It's an open system, and CPAP will make no difference--it's probably not as much force as that deep breath.
Usually when people get lung symptoms like that it's NOT an infection in the lungs, it is caused by your body's immune response to the virus in your system. You may cough because your lungs fill with mucous, just like a runny nose, and your bronchioles may spasm. Sometimes all that mucous in your lungs creates a nice breeding ground for bacteria so a secondary infection is possible, but it's usually not because some "virus got pushed into your lungs".
When I have an URI, I make extra efforts to clean my CPAP equipment, especially if I've been coughing or sneezing in it. I usually don't use the CPAP if I'm in that really "gooey" stage of a cold, simply because it's very unpleasant to deal with a runny nose and sneezes in the mask!