Yes, you are usually required to make a cover letter to apply for a work experience placement. It's a different kind of cover letter to one you will need to make when applying for a job as it doesn't require as much information. It's generally referred to as a letter for work experience. If you know that you don't need a cover letter it's still always good practice to make one as it will help you in the future when you are applying for a job. You can find a template for a work experience letter on TY.ie.