does not mean there is immunodeficiency
. Yes if pneumonia is not responding to medication or there is repeated pneumonia, immunodeficiency must be ruled out.
You need not to worry as if pneumonia is diagnosed in early stage and treatment started then it improves in most of the cases. Don't anticipate complications or associated problems so early as it's only 3 days since the treatment has been started. It usually takes 5-7 days for clinical and 7-10 days for radiological improvement.