Game for which you need a warm cover handy (5)
I believe the answer is:
rugby
'game' is the definition.
(rugby is a sport or game)
'a warm cover handy' is the wordplay.
I cannot quite see how this works, but
'cover' could be 'rug' (rug is a kind of cover) and 'rug' is found in the answer.
The remaining letters 'by' is a valid word which might be clued in a way I don't understand.
This explanation may well be incorrect...
'for which you need' acts as a link.
Can you help me to learn more?
(Other definitions for rugby that I've seen before include "Town in Warwickshire" , "Game with oval ball" , "Game; town" , "Type of football; school" , "Try game?" .)