To remove the cover from your baseboard water heater, you need to use a reciprocating saw to cut the screws from behind the cover. Then, undo the baffle, and unsnap the clips that hold the cover to the fins so the cover comes off without much difficulty.
Electric baseboard heaters tend to have covers that require less hassle during removal than water-based or hydronic models. Electric models have a cover that can be unsnapped easily, taking far less time and effort to remove.
Removing the cover to access a baseboard water heater is often done in order to replace a cover that has rusted or degraded over time. Covers are sometimes made for a specific brand and model of heater, meaning you would have to order a new cover from the manufacturer if it needs to be replaced.
Hydronic baseboard heaters use heat radiation in order to provide heat, differing from the heating of electric coils like electric models. They need sufficient air flow in order to distribute their heat effectively. If the cover fins have collected an excess amount of dust, they may block the air flow. Make sure to vacuum the fins in order to maximize the efficiency of the heater.