Do you still have to cover the wound with a plastic taped on 3 sides or is that only if they got the gunshot wound/stab wound on the chest?

Or do you have to control bleeding by putting a prsssure pad and bandage?

I know it's to prevent air comming in and out, but I'm just wondering..
Omg I'm not stupid I haven't been shot. I'm just asking this question so I know what to do in the situation gosh stop saying ''GO TO THE ER''