Usually, after a migration of some sort, you will need to clean up afterwards. How this will take place in this situation depends on your use case. If it is a one-off migration, you should make a tarball of the old CVSROOT and put it on a DVD. You can also choose to let the repository systems coexist and even perform updates on the CVS repository from Git. There are also ways to create bidirectional communication (prepare for some shell scripting).
What definitely needs to happen if you migrated the CVS repository to Git is that you will need to add a remote that is pointing to your GitLab server. This will be the platform where pull requests (or, in GitLab speak, merge requests) are created.
Here, you need create an empty project in your GitLab server and then add the remote, as follows:
git remote add gitlab url-to-gitlab-repo
git push gitlab master...