When your baby coughs while eating it just means that the baby is clearing it's throat because it could mean that the baby has gotten the food or milk down the wrong pipe etc.
The babies will also cough when eating or sneeze to clear their nasal passages of something irritating, such as dust, or to move mucus or saliva out of their throats.
The coughing is usually nothing to worry about as long as the baby is not choking and it's just a way of the baby clearing it's throat or it could be that the baby has gotten too much air sucked in while feeding on the bottle.
Just make sure to burp your baby after every feeding to make sure no gas or air is trapped in the babies stomach.