Covering cuttings has several benefits. It protects them from wind and drafts, keeps the soil moist, prevents insects and pathogens from invading the cutting, and acts as a greenhouse, warming the container and medium. While not necessary for many plants, covering the cuttings may help to speed up the rooting process.  A clear, plastic bag is one option, but an empty, clean milk jug with the bottom cut out will work as well. You can also use glass cloches to cover cuttings. When using a covering, make sure excess moisture is not developing inside. The covering can be taken off gradually after the new little plant has rooted – this will get it used to ambient conditions prior to transplanting it.