I would suggest this order since you are new:
Try to modify your resume to be relevant for the job you are applying to. Sometimes your resume can get in HR hell because it doesn't have the right keywords they are looking for. You can make sure you don't get hung up in HR Hell or whatever automated system by paying attention to the keywords in the job post.
Lastly, you can use a cover letter along with your resume, but it's not necessary in most cases -- at least in my experience. Hopefully this helps.
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