I Was Told By The Doctor That I Have Walking

I was told by the doctor that I have walking pneumonia. But he gave me azithromycin (z pack) to take for five days ,I'm not getting any better and it makes me think he is treating me as if I have the flu. I'm very congested, my sinuses is running. I found some doxycyclhycl that I have and I want to know if I can take them to see if they will make me feel better even though I just took my last azithromycin pill this morning. I feel terrible. What should I
do, any suggestion will be greatly appreciated. Thanks in advance !