Yes, every resume that you send out should have a cover letter that accompanies it unless the application directions specifically instruct you not to include one. A cover letter is important because it gives you the opportunity to inform the employer of why you are the best person for the job.
Specific to the position and company.
Addressed to a specific person if you can (If you do not have a name, use the title "Hiring Manager").
Formatted in proper letter format including the address of the company.
Written with the job description in mind.
Free of punctuation and grammatical errors.
Usually one-page in length (3-4 paragraphs).
Have the job description in front of you while you are writing the letter.
Research the company—their missions, goals, etc.
Focus on branding yourself and where your knowledge, skills and abilities match the mission, vision and needs of the company.