You don't have to cook the ziti covered, but I prefer to bake the ziti partway with a large piece of foil loosely placed over the top. This helps prevent the pasta noodles on top from drying out and the cheese getting browned too quickly before the rest of the casserole has a chance to heat all the way through. Uncover halfway through or toward the end of baking to finish melting the cheese on top all the way and let it brown up a bit.