How do you address a policeman while he is on duty (e.g., when you are asked to stop at a checkpoint)? The word "policeman" itself seems quite unusual to me, and some sources suggest "officer". Is that correct?

Is there any difference in use if the policeman is a woman: should you use a different word?

Also, is "cop" a wrong word to use in this context (i.e., potentially offensive or derogatory)?