The specific phrase of "covering fire" is much more modern than the actual tactic. If you are speaking about using ranged weapons to allow the movement of soldiers on foot, you can date this tactic to almost as far back as ranged weapons existed.

I don't think there is a specific date/instance I can think of in which I could say, "This is the first time that soldiers were protected by ranged weapons".

I've only studied about as far back as the Early Roman Empire, which used bows and arrows to block others and move their own soldiers, but I can think of several examples of soldiers using tactics in other time periods.

For Example, Early Egyptians used slings as a ranged weapon, but I can't say that the practice of using them would be considered the same as "covering fire".