As a hiring sales manager, I find applicants that include a cover letter to be more professional and understand the sales hiring process. It also demonstrates that the candidate is not lazy and simply applying to everything and anything open.
So, the short answer to this question is to yes, do include a cover letter when you apply for a sales job. The reason for this is because, you can use this to include additional and relevant information for the hiring manager that is not included in your resume. Since your resume shows your experience and education, the cover letter serves as a customized introduction to you, why you are interested in the position and why you should be considered for the open sales job.
A great use of the cover letter is to highlight key accomplishments and achievements that is relevant to the open position that will increase interest from the hiring sales manager. For example, if an open sales position is asking for someone with specific skills in a specific industry and you happen to have this, then the cover letter would be a perfect place to make this known.
Not only does this show good business etiquette, but also a smart use of the communication tools needed to communicate with the hiring manager. I have granted interviews to candidates that have included cover letters, where if they didn't, then their resume would have only been one in a sea of similar resumes and candidates.
Take the time to customize a cover letter for each sales job opportunity you are interested in to help give you that extra edge and the additional platform to communicate with the hiring sales manager.