Covering an R/C glider is usually accomplished by using one of the popular covering materials such as Monokote or Ultracote. These are basically rolls of a paper-thin plastic-like material which sticks onto the glider when heated with an iron (not the type of iron you use for your clothes, a special iron you have to buy at the hobby shop). They also shrink and become pliable when they're heated. Being pliable allows you to stretch it over the curved parts of the plane and the shrinking makes it tight and gets rid of wrinkles.
The covering of an aircraft is the skin which is applied to the airframe, closing it in. It is commonly a fabric or plastic film which is heat applied with an iron. Plastic covering, once applied, gives a durable, shiny finish and requires no further treatment. Fabric covering usually requires a layer of paint to finish it and make it resistant to the exhaust of the engine.