To determine whether you need to cover a dish baking in the oven, first turn to the recipe. If it states specifically that the dish should be covered, there's usually a good reason. Because unless specified, the assumption is that you leave a baking dish uncovered. After all baking is, by definition, the method of surrounding food with dry heat.
If you find that your dish appears to be browning too fast, covering it will prevent the outside from scorching while it finishes cooking through.