In short
A covalent bond is formed when two atoms share a pair of electrons. It usually forms between non-metal atoms.
Each shared pair is counted as part of the outer shell of both atoms, so both reach a stable arrangement. A single bond shares one pair, a double bond two pairs and a triple bond three pairs. Covalent compounds are usually gases, liquids or low-melting solids and do not conduct electricity, though giant structures such as diamond are very hard.
In methane, , carbon shares one pair of electrons with each of four hydrogen atoms, which gives four single bonds.