A cover letter is a letter that you send to a potential company that you want to work for. Usually you send the cover letter with your resume. In the cover letter, you would include the job position that you are applying for. Also, you would include information about yourself. Even though there is a lot of information in your resume, you may want to include other aspects about you that you could not include in your resume.
These might be explanations of activities that you did. In the cover letter, you can elaborate more about your experiences and your strengths. You might include your top three strengths and the ways in which you will benefit the company if they hired you.