some people cover the powders with dullcoat, others leave them alone, especially if they are not going to be handled much, if any ..
dullcoat -usually- does tone down the colours of the powders applied though ..
I weather with pastel chalks. (A much cheaper version of the commercial "weathering powders.) I do not use dullcote, or anything else, to cover, or "protect" the weathering. I've tried dullcote, and it basically erases the weathering I just put on the model. Also, I find the chalk stays on just fine without any covering, even on cars that get handled. The cars on the barge in these photos are heavily weathered entirely with chalk. The only paint on them is the original factory paint job. I do "paint" with chalk however. I dip a paintbrush in water, then drag the wet brush along a stick of chalk. Then I "paint" the chalk from the brush onto the model. At first there is no color to be seen. As the water evaporates, and the chalk dries, the color shows up.