Can we put some documents which are not listed as required documents for jobs
A cover letter is probably fine, provided that the application system will accept it. Some online systems can be strict about what they will accept. If they want a SoP (Statement of Purpose), they probably expect to see there what you might otherwise put in a cover letter. 

But avoid including a lot of unasked for documents. The institution knows what it wants to see and wants all applications to be similar in structure just to ease the work of evaluation. 

In required documents you can sometimes point to the existence of other things that people might want to see if you are seriously under consideration. But wait until you are asked to send those extra things.