Full documentation of covington.sty is available here ;
In the preamble, put:
\usepackage{covington}
(Under MS-DOS, covington.sty is called covingto.sty. The missing n does not matter).
Here is the sort of thing you can do:
\begin{examples} \item This is an example in English. \item \gll Dit is een voorbeeldje in het Nederlands. This is a {little example} in {} Dutch. \glt `This is a little example in Dutch.' \glend \end{examples}
Read on to find out how. [You can also get PostScript or DVI versions of this page].