Yes they definitely sneeze! My poor ladies can't eat crumble without having fits of sneezing, especially my Australorp Emerald who eats like a jackhammer. Its like a high pitched "ka-CHAW!"
Usually it's just from getting dust or something up in their nostrils, and that's not a concern.
Do keep an eye on her for other symptoms like open mouth breathing or easily getting tuckered out.
I had a hen that passed over the summer, she was having respiratory issues with those symptoms that I was treating her for. Her cold was giving her the sneezes. She took a nap in the sun and died of heat stroke, but I think her respiratory issue made her more susceptible.