Increasingly, employers ask you to apply on-line, through their own or another portal. Some of these portals don't easily accept your resume as you've formatted it. That's one reason I'm an advocate of very simple formatting, and now of converting your resume into a PDF.
With a PDF, your resume looks exactly as you want it to look.
The easiest and lowest-cost (free) method I've found to create a PDF from a Word (or other printable) document is CutePDF Writer - what they call Freeware. [The site says its software is "FREE for personal, commercial, gov or edu use! No watermarks! No popup Web ads!"]
Simply go to cutepdf.com to download the software and create your first PDF. The site guides you through the process. You will create a PDF literally in minutes.
PDF Cover Letters
For those sites that allow you to send a PDF and seem not to allow a cover letter, you can create a single PDF document with your cover letter and resume. Create a Word document with your cover letter first and then your resume on separate pages. Then create a PDF of that entire file. Label it "[myfullname].covlet.resume" so it can always be found by your name.
Sending your cover letter and resume as one document does two things: it allows you to make the case for how and why you meet the job's requirements in a cover letter, and it will be noticed because it's still a fairly unusual method. It may even demonstrate ingenuity and "where there's a will, there's a way" mindset - qualities that often are prized by employers.
There are some sites that allow you to apply ONLY through their on-line form. In these cases, you just have to follow instructions. Remember the advice I got when applying for government grants: answer everything they ask. It doesn't matter whether the questions seem repetitive. Just follow instructions.
Then look on the company website and see if you can find a name of someone with whom you can network and send an e-mail indicating that you've applied. The best method is to get a name and then search for them on LinkedIn or Plaxo to see if you know anyone in common who would be willing to introduce you to the person you identified.