You have included it - you just didn't realise!

Where you have a unique clustered index or primary key an index uses this to point to the data. Your example makes it a bit tricky to see this because you are using your columns for both the PK and the example indexes.

A clearer example:

Table contains ColA, ColB, ColC, ColD, ColE

Clustered PK (or unique clustered index) on ColA, ColB

Secondary Index on ColC

What the secondary index actually holds is the relationship between ColC and ColA, ColB.

So it is a covering index!

Tim