Well, that depends.
The OEM headlights have no 'covers', they are an integrated unit.
However many owners install 'X-PEL' or 3M type protective covers over the OEM units ( me included ).

If this question is in relation to removing the fogging, then you do that on the car without removing the headlight units.
If you have the protective covers and still need to do the de-fogging, then perhaps use a heat gun on a low setting to remove the covers first.