Yes you will be covered by a sheet during your massage. Once you are undressed to your comfort level and on the table under the drape, the therapist will only uncover the part of your body being worked on.
The genitals (women and men) and breasts (women) will not be uncovered. If the therapist is going to work on a woman’s abdomen, a second towel or sheet will be used to cover the breasts so the main sheet or towel can be moved to expose the abdomen.