In general, a cough can be a sign of a mild, self resolving condition or a severe medical
illness. If your "rough" cough is unusually severe or continues you should see your
primary care doctor. Fevers, shortness of breath or bringing up unusual colored sputum with your cough are other red flags that should warrant seeing your primary doctor.
A cough is a reflex that the body has developed to clear the airways. This is often triggered by inflammation in the airways. There is no good data to suggest that having a humid or dry air would be better for all types of cough. It is unknown how humidity in the air would effect your cough. I doubt it has much effect as your body humidifies and warms the air in the mouth prior to it entering the lungs. So what your actual airways see probably does not reflect the type of ambient air your breathe in.
Theoretically, if the inflammation is caused by irritation to the mouth or upper airways from the air (which can occur to smokers) then it may be possible that more humid air could be soothing the the airways. On the other hand, if the cough is caused by inflammation from an infection (such as in a
bronchitis), then it is possible that the dry air would be better for the clearance of a cough (as humid air would be a better medium for the bacteria to grow). However, this is all guessing...it has never been shown that air humidity affect cough. We do know that humidified air is felt by some to be easier to breath, however how it effects cough is unknown.
To answer your question---we don't know. I hope your cough clears. If not, I would strongly recommend seeing your doctor.