What is "cover-to-cover indexing"?
John M's link in the comments is perfect, but if you want a quick summary:

Covering indices allow the engine to pull all of the relevant data directly from the values in the indices themselves; in this way, the data pages never have to be loaded and parsed to fulfil the query and build the result set.

Example with index on (A,B):

SELECT B FROM table1 WHERE A=9;


For MySQL (let's say InnoDB), for example, on the B-TREE index at values of 9 for A, we can easily gather all of the values of B for the result set right from these same index nodes we're already reading, use of the pointers to the table data pages are not necessary since we have everything we need to fulfil the query already.