Covering food while cooling
There are two factors to consider, both related to the evaporation of water from the cooling dish:


Evaporative cooling:  if the water vapor can leave the container, the food will cool faster, but may dry out slightly
Condensation:  if the water vapor cannot leave the container, it will condense on the lid, and possibly drip back down onto the food


Modern refrigerators are very powerful, so if a little water dripping back is not a problem (which it would not be for a bolognese for example), go ahead and cover the item and place in refrigerator.

On the other hand, if water dripping back onto the dish would mar the surface (of a pumpkin pie, for example), you will want to cool it without a cover until it is no longer steaming.