Melting and boiling point comparison
The very term "covalent compounds" is confusing, so you may just as well stop using it. The elementary substances you specified are covalent crystals (AKA "covalent solids"). A single crystal of any of these is in fact one huge molecule linked by covalent bonds. To melt that crystal, you have to break the covalent bonds, and they are pretty strong.

On the other hand, we have $\ce{N2}$, $\ce{O2}$, and other covalent molecules. They may be quite strong (in that each molecule by itself is pretty hard to tear apart), but the molecules are linked together by the so-called van der Waals forces, and these are quite weak, so these compounds are gases, and it takes some effort to see them turning into a liquid or a solid.