To cover an exhaust fan in a bathroom, use the lid that comes with the unit, and follow the manufacturer's instructions for attaching it to the vent. In many cases, the cover slides in using a pair of tension clips to hook inside the opening of the vent.
Once the ductwork connecting the bathroom to the vent is in place, and the hole in the ceiling is the appropriate size for the vent fan housing, attach the housing to the joists in the ceiling. If no attachment hardware comes with the vent fan housing, screws provide a more reliable attachment into wood than nails, so screw through the brackets in the housing to connect it to the joists.
After you have installed the housing and connected it to the ductwork and the electrical wiring, it is time to install the vent fan motor and the electrical wiring. At this point, it is time to put the cover on. Follow the directions in the owner's manual, although many covers simply snap into place. Test it with your hand to make sure it is secure and doesn't wiggle. Then go to the circuit box and turn on the power to the bathroom, and come back and test the fan to make sure it operates correctly.