Index Covering of a query in SQL

A covering index is an index that contains all, and possibly more, the columns you need for your query.
For instance, this:
SELECT *
FROM tablename
WHERE criteria
will typically use indexes to speed up the resolution of which rows to retrieve using criteria, but then it will go to the full table to retrieve the rows.
However, if the index contained the columns column1, column2 and column3, then this sql:
SELECT column1, column2
FROM tablename
WHERE criteria
and, provided that particular index could be used to speed up the resolution of which rows to retrieve, the index already contains the values of the columns you're interested in, so it won't have to go to the table to retrieve the rows, but can produce the results directly from the index.

Original thread-http://stackoverflow.com/questions/62137/what-is-a-covered-index

Check this article, to know more
http://www.simple-talk.com/sql/learn-sql-server/using-covering-indexes-to-improve-query-performance/