No sealant is required though, there are little rubber tabs to hold the gasket in place while you slide it on. Just make sure it doesn't fall off before you screw it down, no big deal. It's only the first one you will fudge up.
Sealants require pressure, which you don't have in this situation. If for some reason you wanted to re-use the gasket then it would be needed, not that I would suggest it. Remember the oil is built up behind the cover so it needs to seal well for no leaks.