A covering map $p : X \to Y$ of degree $n$ corresponds to a local system of finite sets of size $n$ on $Y$. Taking the free abelian group on this gives a local system of abelian groups on $Y$ with fiber $\mathbb{Z}^n$; call this $L$. Then the cohomology of $X$ is the cohomology $H^{\bullet}(Y, L)$ of $Y$ with local coefficients in $L$.
You can say more with more hypotheses. For example, if $p$ is a Galois cover with Galois group $G$ and $k$ is a field with characteristic not dividing $|G|$, then it turns out that
$$H^{\bullet}(X, k)^G \cong H^{\bullet}(Y, k).$$
This lets you compute the cohomology of $\mathbb{RP}^n$ from the cohomology of $S^n$ over any field of characteristic not equal to $2$.