There are 2 aspects to your question. Cough is a symptom that has many causes including congestion of the lungs associated with heart failure. When this is the cause, cough often improves with an increase in the dose of diuretics- less commonly, a dry cough especially at night may be a side effect of a class of heart failure medications called angiotensin-converting enzyme inhibitors (for example, lisinopril, enalapril, captopril).
Fluid retention associated with heart failure usually is seen in the locations of the body most affected by gravity: the ankles, calves, or possibly abdomen. Although facial swelling may be seen with heart failure, other causes should in general be considered (such low protein states or facial inflammation). If this symptom persists, you should bring this up with your doctor.