Hi Baborchy, and welcome to the forums.
In my experience, a cover letters goes with a resume to apply for a job. It says why your knowledge, skills, aptitudes, and experience make you a good fit for the company and the job.
I've never had to write a motivation letter, but it seems to be part of applying for an academic program. Because such programs don't expect you to have already done the same program (the way a job might expect you to have similar experience to the job you are applying to), instead you need to show how your background and experience have motivated you to study hard and succeed in this program.