The team that finishes with the most points after the point spread is added to final score "covers the spread."
In the example above, let's say Cincinnati wins the game 34-30 straight up. The spread adds 6.5 points to Pittsburgh's score/subtracts 6.5 from Cincinnati's score, and Pittsburgh covers the spread (36.5-34 from Pittsburgh bettors' perspective or 30-27.5 from Cincinnati bettors' perspective).
If Cincinnati wins 41-30, the Bengals cover the spread (34.5-30 from Cincinnati bettors' perspective or 41-36.5 from Pittsburgh bettors' perspective).