Angelo's answer is complete, but I think you would be interested in the following (which is more about Euler characteristics than Chern classes).
I will assume $k= \mathbf C$, but what I will write holds for $k$ algebraically closed of characteristic zero once you replace "cohomology with compact support and coefficients in $\mathbf Q$ on the category of para-compact Hausdorff topological spaces" by "etale cohomology with compact support and coefficients in $\mathbf Q_\ell$ for some prime $\ell$ on the category of finite type separated $k$-schemes".
Let $H^\cdot_c(-,\mathbf Q)$ denote cohomology with compact support and coefficients in $\mathbf Q$ on the category of para-compact Hausdorff topological spaces. For a finite type separated $\mathbf C$-scheme, write $e_c(X)$ for the Euler characteristic of $X$, i.e., $e_c(X) = \sum_{i} (-1)^i \dim_{\mathbf Q} H^i_c(X,\mathbf Q)$. Since $X$ is separated and of finite type, this is a well-defined integer. (Of course, I'm implicitly utilizing the analytification of $X$ here.)
Theorem. Let $\pi:X\to Y$ be a finite etale morphism of finite type separated $\mathbf C$-schemes. Then $e_c(X) = \deg \pi e_c(Y)$.
Proof. We may and do assume $X$ and $Y$ are connected. Also, we may and do assume $\pi:X\to Y$ is Galois. (In fact, let $P\to Y$ be a Galois closure of $X\to Y$. Let $G$ be the Galois group of $P\to Y$. Let $H$ be the subgroup of $G$ such that $P/H = X$. Then $$e_c(Y) = \frac{e_c(P)}{\# G} = \frac{\# H}{\# G} e_c(X) = \frac{1}{\deg \pi} e_c(X)$$ and so the result follows in the general case.case.)
Thus, we have a finite group $G$ acting freely (without fixed points) on $Y$ such that $X=Y/G$. Note that $\deg \pi = \vert G\vert$. Apply the Lefschetz trace formula to see that $Tr(g,H^\ast_c(Y)) =0$ for any $g\neq e$ in $G$. By character theory for $\mathbf Q_\ell[G]$, we may conclude that the element $$ [H^\ast_c(Y,\mathbf Q_\ell)] := \sum (-1)^i [ H^i_c(Y,\mathbf Q_\ell)]$$ in the Grothendieck group $K_0(\mathbf Q_\ell[G])$ of finitely generated $\mathbf Q_\ell[G]$-modules is given by an integer multiple of $[\mathbf Q_\ell[G]]$; the class of the regular representation. So we may write $$[H^\ast_c(Y,\mathbf Q_\ell)] = m [\mathbf Q_\ell[G]],$$ where $m\in \mathbf Z$. Now, note that $H^i_c(X,\mathbf Q_\ell) = \left(H^i_c(Y,\mathbf Q_\ell)\right)^G$ for any $i\in \mathbf Z$. Therefore, we have that
$$ [H^\ast_c(X,\mathbf Q_\ell)] = m$$ in $K_0(\mathbf Q_\ell[G])$. In particular, we see that $e_c(X) = \dim_{\mathbf Q_\ell} [H^\ast_c(X,\mathbf Q_\ell)] = m$. We conclude that $$e_c(Y) = \dim_{\mathbf Q_\ell} [H^\ast_c(Y,\mathbf Q_{\ell})]= m \vert G\vert = e_c(X) \vert G \vert = \deg \pi e_c(X). $$ QED.
For completeness, here is what you can do for "ramified covers". Not surprisingly, the same equality holds up to a "correction term" coming from the branch locus.
Lemma. Let $M$ be a finite type separated $\mathbf C$-scheme. Let $N$ be a closed subscheme of $M$. Then $e_c(M) = e_c(N) + e_c(M\backslash N)$.
Proof. Mayer-Vietoris. QED
Corollary. Let $\pi:X\to Y$ be a finite flat surjective morphism, and let $D$ be a closed subscheme of $Y$ such that $\pi$ is etale over $Y\backslash D$. Then $$e_c(X) = \deg \pi e_c(Y) + e_c(\pi^{-1}D) - \deg\pi e_c(D) .$$
Proof. Write $U=Y\backslash D$ and $V=\pi^{-1}(U)$. Then $$e_c(X) = e_c(V) + e_c(\pi^{-1}D) = \deg \pi e_c(U) + e_c(\pi^{-1}D) = \deg \pi(e_c(Y) - e_c(D)) + e_c(\pi^{-1}D).$$ The first equality follows from the Lemma, the second from the Theorem and the third from the Lemma. QED
We can use this Corollary to obtain a more precise description of the "error term" under some mild hypotheses. Recall that a strict normal crossings divisor on a smooth projective variety is a divisor whose irreducible components are smooth and intersect transversally.
Theorem. Let $D$ be a strict normal crossings divisor on a smooth projective connected variety over $k$. k$ of dimension at least two. Let $U$ be the complement of the support of $D$ in $X$ and let $V\to U$ be a finite etale morphism with $V$ connected. Let $\pi:Y\to X$ be the normalization of $X$ in the function field of $V$. Then
- The singularities of $Y$ are quotient singularities (and thus rational singularities);
- The singularities of $Y$ occur only in $\pi^{-1}D^{sing}$, where $D^{sing}$ is the singular locus of $D$;
- The morphism obtained by restriction
$\pi^{-1}(D-D^{sing})\to D-D^{sing}$ is etale;
- We have $$e_c(Y) = \deg \pi e_x(Xe_c(X) + e_c(\pi^{-1}(D^{sing}))-\deg \pi e_c(D^{sing}).$$
Proof. This is a long but not difficult proof. I can include the details if you'd like. For now, let me say that if you prove $Y$ has quotient singularities, it follows that $Y$ has rational singularities by a theorem of Viehweg; see "Rational singularities of higher dimensional schemes". To prove that $Y$ has quotient singularities, and (1), (2) and (3) you use results from SGA1 on the fundamental group. Note that (4) follows from the Corollary, the Lemma and (3). QED