I am using ModelSim - INTEL FPGA STARTER EDITION 2020.1.
Welcome to INTEL forum. You can find the supported coverage in ModelSim*-Intel® FPGA Edition Software Features and Benefits. https://www.intel.com/content/www/us/en/software/programmable/quartus-prime/model-sim.html
license is needed when using ModelSim*-Intel® FPGA Edition
Modelsim-Altera Edition and Starter Edition do not support code coverage feature, customer must use other simulation tool such as ModelSim* PE/DE software or Questa* advanced simulator.