They do not need to be wax dipped, which has nothing to do with the covers. Potting pickups (dipping them in wax) is done to eliminate microphonic feedback. This has already been done with your pickups (as well as every other pickup made in the last 25 years). Pickup covers are soldered on to the backplate of the pickup, and unless you are experienced with this, I would recommend you have it done professionally. Overheating you pickup can damage it, and so you need to know what you are doing. The best choice, of course, would be to just buy JB's with pickup covers already on (they are available, we sell them for about $35 extra, which should be about standard).
Light
"Cowards can never be moral."
M.K. Gandhi