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What can I write into the covering letter when I apply for a job?

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I've been applying for a job (a government agency...) in the Internet and they had a questionnaire where I put every job, every training, my languages and skills and everything. The site said they would ask for more if they were interested. Now they send me an e-mail where they asked me to send my certificates and credentials and also a covering letter. What can I put into the letter?