I like to take a copy of all documentation to interviews. If you didn't compose a cover letter when you applied for the job, create one and take it with you to the interview. Cover letters aren't always required if you want to be considered for a job.while your cover letter isn't necessary at an interview, take it with you anyway. Its purpose is to elaborate on the information a sample cover letter that will get you more interviews (and why). On the other hand, taking a cover letter with you to interview can be useful if you need to submit a copy of your complete application package to the company.