It doesnt say they need to be covered but they do need to be aimed properly and the lights need to be approved by the Director of Motor Vehicle. If you're not driving on the road with them I doubt you would have a problem but if you are on road with them on you will most likely be pulled over eventually.
266:37 Spot Lamps and Auxiliary Lamps. –
I. Any motor vehicle may be equipped with not to exceed 2 spot lamps and every lighted spot lamp shall be so aimed and used that no part of the high intensity portion of the beam will strike the windshield, or any windows, mirror, or occupant of another vehicle in use, except that a spot lamp may be used by a police officer to illuminate the interior of a vehicle being stopped from the rear.
II. Any motor vehicle may be equipped with not to exceed 3 auxiliary driving lamps mounted on the front at a height not less than 12 inches nor more than 42 inches above the level surface upon which the vehicle stands, with such measurements to be made from the ground to the center of the lens, except that vehicles while used in the winter maintenance of ways may be driven with auxiliary head lamps higher than 42 inches above the surface upon which the vehicle stands provided such head lamps shall be aimed so that the top of the beam of light produced by these head lamps does not exceed the height of a horizontal line which is 42 inches high at a distance of 75 feet ahead of the head lamps of said vehicle.
III. Every spot lamp and auxiliary driving lamp shall be approved by the director.