Inside a covergroup, you declare coverpoints using the coverpoint keyword.
You can (and should) give them a label for easier debugging.
covergroup cg @(posedge clk);
// Unlabeled coverpoint (hard to debug)
coverpoint simple_sig;
// Labeled coverpoint (Recommended)
cp_state: coverpoint state_machine_reg;
// Covering an expression
cp_sum: coverpoint (a + b);
endgroup