Of course there are two pipes!
Food goes down the one pipe and air goes down the other pipe. They start out as one at your mouth but break into two a little bit down in your throat. There is a valve (like a door) that closes on one to prevent the wrong thing from going down it.
Air goes into the lungs, and food goes into the stomach. Air in the stomach is bad and food in the lungs is bad.
When someone says "it went down the wrong pipe" they mean that food or drink went into the pipe that goes to the lungs. The little door didn't work right. They were probably trying to breathe and swallow at the same time, which humans can't do.
Having food or drink go down the wrong pipe is painful and makes you cough, because you need to get the food or drink out of the pipe that goes to the lungs, otherwise it will be blocked and then you can't breathe!!!