Nancy, pools are not covered, but are heated (somewhat). However, there is pool on Rivera Deck back by the Oasis Bar (on Dawn Princess, I don't know what the bar is called on Ocean Princess) that has a covering over it - I think it mostly helps in the Caribbean to keep the sun off you, but the pool is also down some stairs by the gym and out of the way of any wind, so it is slightly protected. There are also two hot tubs there that are very warm. Since the Ocean and Dawn are pretty similar, I'm sure you'll find this same type of area on the Ocean.
It is my recollection that the stern pool and hot tubs on Ocean are covered by a sort of dome that allows in sunlight and airflow. It is not a retractable cover like on Holland America or Galaxy/Century /Mercury ships of Celebrity or ships like Destiny of Carnival.
MV Ocean Princess does have a pool and two hot tubs that have a roof over them. They are located by the spa and fitness center (set between two decks and accessible either from the fitness center or from the deck above). Unfortunately, the sides of this area are open above the fitness center so the area obviously is not heated.
If an enclosed pool is important to you, book aboard MV Star Princess instead. The weather in the inside passage can be pretty cool, even in July and August.
I didn't notice which ship you are on, but just for the record (I know it doesn't sail to Alaska) the Grand has a pool with a retractable roof called the Conservatory. Also 2 adult pools, a large pool, and a pool with a current to swim against for exercise.