Not every job opening will require a Cover Letter as part of the application. Many retail jobs, for example, tend to only require applicants submit a resume and fill out an application questionnaire. However, many applications (for government jobs or administrative positions, for instance) request cover letters to help in the hiring process.
A resume is a more simplistic list of dates, job titles, and qualifications, and although those lists are useful, they don't explain how your experience and skills gained from the positions in your work history can contribute positively to a new company, position, or work environment.
Unless the job you're applying for specifically says "no cover letters," it's a good idea to submit one.
Additionally, if you're using employment agencies for help in your job search, they'll likely ask you for a Cover Letter along with your resume.