Are you using lubricant during sex? If not, try that. The pain should go away. If it doesn't, go back to the doctor and try again.
Normal discharge can be anywhere from clear to white to slightly yellow. Brown discharge is also normal before and after your period. Discharge can have a little smell to it. It's not abnormal unless you can smell it when you are naked and standing up or you can smell it through your clothes.Discharge regularly changes throughout the cycle.
Honestly, I don't know much about PCO's so I don't know if it could be from that or not.