Metal cover of ball bearing.
 

When I tried to replaced ball bearing for my OS32 engine, the new bearing I got came with both sides sealed with metal cover, I wonder should I remove those covers or just leave them alone?

Yes, remove both of the dust shields on the main bearing,, and just the inside shield on the front,, it will allow much better lubrication

There's sealed and covered, I doubt you got sealed bearings, like scale said, they are dust covers.