I have some basic background in Lie theory and I have some difficulties to show that some topological spaces admits a Lie group structure. More precisely, for a given Lie group $G$:
1) Why its tangent (and cotangent) bundle admits a Lie group structure? I believe it's not too difficult !
2) Why its universal covering is a Lie group?
Thanks for any help!
I thought I should elaborate my comment into an answer.
First of all, let me make some remarks on the Lie group structure on the tangent bundle:
The multiplication map $m: G \times G \to G$ yields (after identification of $T(G \times G)$ with $TG \times TG$) a map $Tm: TG \times TG \to TG$.
It is then straightforward to check that this yields a Lie group structure on $TG$.
For instance, associativity follows from the one of $G$ as follows: We have $m \circ (m \times \operatorname{id}_G) = m \circ (\operatorname{id}_G \times m)$, so $$\begin{align*} T(m \circ (m \times \operatorname{id}_G)) & = Tm \circ T(m \times \operatorname{id}_G) & T(m \circ (\operatorname{id}_G \times m)) & = Tm \circ T(\operatorname{id}_G \times m) \\ & = Tm \circ (Tm \times \operatorname{id}_{TG}) & & = Tm \circ (\operatorname{id}_{TG} \times Tm) \end{align*} $$ and thus $Tm \circ (Tm \times \operatorname{id}_{TG}) = Tm \circ (\operatorname{id}_{TG} \times Tm)$ which is associativity of $Tm$.
Similarly, denoting $\varepsilon: G \to G$ the map $\varepsilon(g) = 1_{G}$ we have the unit axiom for $G$ telling us that $m \circ (\varepsilon \times \operatorname{id}_{G}) = \operatorname{id}_G = m \circ (\operatorname{id}_G \times \varepsilon)$. Applying the functor $T$ yields the unit axiom for $TG$ with unit $T\varepsilon = 0 \in T_{1}G$, and, finally, the inversion map $i: G \to G$, $i(g) = g^{-1}$ yields that $Ti$ is the inversion of $TG$.
The abstract nonsense going on here is that a functor preserving finite products (hence terminal objects) carries group objects to group objects.
Now you should work out the group structure on $TG$ explicitly. The bundle projection $\pi: TG \to G$ will turn out to be a homomorphism of Lie groups with kernel $\mathfrak{g} = T_1G$. This gives rise to a short exact sequence $$ 0 \to \mathfrak{g} \to TG \to G \to 1$$ The zero section $s(g) = 0 \in T_gG$ yields a semi-direct product decomposition $TG \cong \mathfrak{g} \rtimes G$ where $G$ acts on $\mathfrak{g}$ via the adjoint action.
As for the universal covering, we can do it essentially as I outlined in the comment above:
Finally, let me point out that there is also the following result:
Let $\varrho: G \to H$ be a continuous homomorphism of topological groups and assume that it is a covering map. If either one among $G$ or $H$ is a Lie group. Then there is a unique smooth structure on the other one such that $\varrho$ is a smooth homomorphism of Lie groups and a local diffeomoriphism.