A sinus infection can most certainly move into other areas, including your lungs.

I'd get to a doctor asap if you suspect congestion in your lugs/chest. This was often the case with me when I was younger and suffered with many head colds. Get head cold, stuffiness would eventually subside in my sinuses, and I would begin having lung pain/wheezing, and more often than not, it would end up as bronchitis, which can turn into pneumonia.

Wave Beary, I see you already are on the case here too! Oddly this question is asked after we've been discussing sinus infections huh?

Edited to wave Cherie as well!