In English, we would most commonly spell this utterance "Ahem." It is used to somewhat politely gain someone's attention.
It can be considered a hedge or filler, that is, a vocal delay that allows the speaker time to collect their thoughts while speaking.
I understood what you meant by "ekhm," but I have never seen it spelled that way. However, I imagine that the spelling of a word like this could be subject to regional differences.
Mitch is right. But onomatopoiea per se is a very insignificant phenomenon, since it can only refer to words about sounds, and how often do we talk about sounds?
Onomatopoeia is, however, part of a larger, more general, and sporadically studied field of linguistic research called (variously) sound symbolism, phonosemantics, ideophones, assonance/rime analysis, and probably other names as well. Here's a list of my own research in the area, with a bibliography of assonance/rime phonosemantics.
In English, for instance, well over half of the shorter words have part of their meaning correlated with their sound, particularly initial consonant clusters (called "assonances", like /kl/ in cluster) and "rimes" (vowel nucleus plus coda, like /-əmp/ in stump).
Aural meaning types (e.g, clang, clatter, clap, clink, clunk) are very common, and each one of the meaningful clusters and rimes usually has some aural sense as well; in the case of kl-, which means something like 'contiguous; connect', the aural senses mostly have to do with noises made by things coming together.
And every language has stuff like this going on. Lots of it.
Best Answer
Cough is onomatopoeic. OED 1, s.v. Cough, v., recites Dutch and German cognates and remarks that “All these words appear to be of echoic origin, representing various sounds and actions made with the breath.”