Covering indexes with INCLUDE means creating an index that has key columns used for searching and extra columns included to provide additional data. When a query requests only these columns, the database can get all data from the index without reading the main table rows. This makes queries faster. For example, creating an index on the email column and including name and age allows a query filtering by email and selecting email, name, and age to use only the index. The execution steps show index creation, query running, data retrieval from the index, and query completion without table access. Key moments include understanding why table rows are not accessed and the difference between key and included columns. Visual quizzes test understanding of when table access stops, index contents, and behavior when columns are missing from the index.