Clicking on the "NoCover" link will bring the List of applicants with no cover sheets. These are candidates that were entered by your department's MathJobs administrator. They are either:
New applicants that haven't filled out the AMS standard cover sheet here online at Mathjobs yet;
Existing Mathjobs applicants that haven't (yet) applied for a position in your department. These applicants would have been marked as NoCover by your MathJobs administrator, as a result of receiving a paper application.
They won't show up in your Application List for the search committee to see until their MathJobs AMS standard coversheet is submitted online (for applicants in the first category), or until they've applied online for a position at your institution (for applicants in the second category).