What's a protein pulldown assay?
Pull down mostly refers to immunoprecipitation, however pulling down can be done using other interactions such as streptavidin-biotin or His-tag-Nickel. 

In a protein pull-down a protein is enriched along with the molecules bound to it. When the DNA that is bound to a protein is studied, the experiment is called ChIP (Chromatin ImmunoPrecipitation). When other proteins that are bound to a given protein are studied then the experiment is called Co-IP. 
Similarly RNA bound to protein can also be studied. 

It is also possible to pull-down an RNA or a DNA fragment using complementary oligonucleotide, streptavidin, antibodies etc and study their interacting partners.

In the linked paper, they have immunoprecipitated a HA (haemagglutinin) tagged protein using an anti-HA-tag antibody (Note that this is just a small tag of 9-10 amino acids and not the entire HA protein. Such tags are useful when you don't have the antibody for a given protein).

They have done both co-IP and ChIP:


  HA-tagged, full-length PfSET10 protein and interacting proteins from
  3D7/PfSET10HA and control line 3D7 were purified using anti-HA beads


&nbsp;


  Chromatin Immunoprecipitation (ChIP) and Transcriptional Profiling
  
  ChIP analysis was performed as described (Flueck et al., 2009).


Coverage is a term used in sequencing experiments which usually refers to average number of reads that map to any locus; this is also called depth. This is commonly used in RNA/DNA sequencing studies (See this post too). In this paper, as mentioned in the other answer, the term coverage is used for peptide reads (analyzed by mass spectrometry) and it is the horizontal coverage not a vertical coverage. Horizontal coverage refers to the fraction of actual molecule (DNA/RNA/protein) covered by the assembly of reads.

Coverage has got nothing to do with the pull-down assay; it is used in the context of the downstream experiment.