From 180 BC, a series of invasions from Central Asia followed, with the successive establishment of the Indo-Greek, Indo-Scythian and Indo-Parthian kingdoms, and finally the Kushan Empire.
Proto-Indo-European is a reconstructed language, meaning, it is what linguists concluded a parent language of Sanskrit, Latin and Greek would have to be like.
This seems to have gotten mixed up with another Indo-European word pneu meaning "to breathe" and eventually to have made it to Greek as pneumon meaning "lungs."