A covalent bond is formed when two atoms share electrons. The shared electrons are positioned between the nuclei of the bonding atoms.
In the bonding between chlorine and hydrogen, chlorine has seven valence electrons. Hence, it needs one more electron in order for the atom to attain an octet structure. Hydrogen has one valence electron and needs one more electron in order to attain a duplet structure.
The two bonding atoms now share two electrons(provided by each of the bonding atoms) in a covalent bond such that chlorine has a complete octet and hydrogen has a complete duplet.
