Should I go back to the doctor?

I went to see my dr because I had been coughing for a week straight and has been interrupting my sleep by coughing fits. I could feel it in my chest when I coughed, and I had bronchitis for the 1st time last january. The dr gave me advair and told me how to use it. I am done with the inhaler, and i'm still coughing. Should I call the dr right away? How long does it take for advair to work?