I didn't include a cover letter, instead I put a page explaining how my partner and I met and how our relationship progressed (our relationship was complicated because it went from a normal relationship to a long-distance relationship and back to a normal relationship) so that they would understand why we had no pictures together for a year and such. If there's something you need to explain about the relationship, I would advice sending that sort of letter. But I don't think a cover letter is necessary.