No such thing as covers. Brakes get hot and need to cool down, this would hinder this process.
Also, the Brembos look pretty sweet in their natural form.
Last, if you must have color, they do make a brake caliper paint kit. google.
If you wanna kill a Saturday or Sunday.
Remove the wheels, clean the brake calipers off from contaminates.
use blue painters tape and mask off what every you dont want to be painted.
Spray way, Last, the kit should also include clear coat spray.