M.L.
Yes, cats can have allergies and colds. If she has no other symptoms, it may be something she's allergic to, or just - something in the air. But you can always call your vet and pick his or her brain. Don't be embarrassed to ask questions, even ones you think might be silly - asking questions may save your pet's life some day.
Another wise thing to do is to get a list of people food items that are dangerous for cats and dogs. Two such lists are at:
http://www.peteducation.com/article.cfm?c=0+1276&aid=...
http://www.peteducation.com/article.cfm?c=2+1659&aid=...