First, welcome to the ACA Forums!
To clarify, the Cowboy Trail (CT) goes from Valentine to O'Neill, NE. It does not go to Pittsburgh though you can route using a lot of rail trails between Clinton, MO, and Pittsburgh.
As far are the Cowboy Trail (CT) goes, it has a lot of potential but unfortunately the trail is still a bit rustic in many places so that most cyclists start on the CT but quickly switch to US-20.
To get to the CT, you could just follow the TA to east of Crowheart, WY, and then continue on US-26 to Shoshoni then US-20 to Glenrock. From Glenrock, you can take either I-25 (about 4500 cars a day so quite acceptable with a 4-lane and full shoulder highway) or take WY-95 to Douglas. Then take CR-1/Irvine Rd (or I-25) to
Orin where you connect to US-18 then US-20 in Lusk which you take to Valentine.
You don't say why you want to ride the CT. Most roads in that part of the country have pretty low traffic in most places. If you gave a bit of guidance, we could give you better route advice.
If you are trying to do low traffic roads, I personally would connect to the Parks, Peaks, & Prairie (PPP) route either Yellowstone or if you want to do more of Yellowstone and/or Tetons, then connect to the PPP via US-26 to US-16 at Ten Sleep. To me, the PPP is much more scenic east of Yellowstone NP.
How do you plan on getting from O'Neill (or the PPP) to Pittsburgh?
Tailwinds, John