The purpose of a window well is to provide light into the basement when the window is located below the grade of the home.
You may want a cover for your window well because it is simply designed to have problems with drainage and maintenance. Cover for your window well to keep water, leaves, snow, and even animals out. Unless the well has a special designed drain, you may end up with water inside your house if the well is not covered.
You can buy a window well cover fairly cheap at your local hardware store or online. Make sure you have the right measurements before you buy. Properly secure the window well cover so it won't fly away with strong winds.