As you have seen, most of the structures formed by covalent bonding are molecules. These may be elements or compounds, but in either case, they consist of discrete particles, each one containing multiple atoms, bound together internally by covalent bonds. The substances at right are all examples of molecules.
However, in a few cases, the covalent between atoms does not terminate cleanly into molecules. Instead, much like the structures we have seen for ionic compounds, bonding continues outward indefinitely, forming very large, regular lattices, of variable size.
A good example is the structure of diamond. When carbon atoms start to bond with each other, each one wants to make four bonds. Since quadruple bonds are not a thing that exists, it is impossible for the carbon to satisfy this need by forming a C2 molecule the way oxygen and nitrogen form O2 and N2.
Instead, the atoms form a single bond, leaving three free valences, each able to form a bond. At each of those points, another carbon atom can then attach itself, and it in turn has three free valences. Some of these valences end up attaching to each other, but others just keep adding carbon atoms. As you can imagine, the number of atoms grows very quickly.
Ultimately, what forms is a massive lattice of carbon atoms, each one covalently bonded to four others. Obviously it doesn't literally continue going forever - eventually, the bonding is terminated, usually by some carbon atoms bonding with oxygen from the atmosphere. And it is "massive" only at the atomic scale. But it does get so incredibly huge that it no longer makes sense to call it a "molecule" - instead, we describe it as a covalent network: billions upon billions of atoms covalently bonded into a single interconnected mass. That is what diamonds are.
In addition to the covalent network structure of diamond (elemental carbon) there are several examples of compounds that also adopt this structure of bonding. Two examples you should know for purposes of this class are boron mononitride (BN) and silicon dioxide (SiO2). BN is a somewhat obscure material, but silicon dioxide is an incredibly common and important one. It is the chief component of most glass, and also makes up a large fraction of many types of rock.
The structure of SiO2 can be seen at right. Note the alternating network of silicon (grey) and oxygen (red). It is hard to see, but each silicon is attached to four oxygen atoms, while each oxygen is attached to only two silicon atoms. This accounts for the 2:1 ratio of oxygen to silicon in the formula.
You should be familiar with diamond and silicon dioxide as examples of covalent network bonding.