I think I would put the cover on just to keep the debris out, IF you don't have strong winds that would rip the cover. If the winds are too high, forget the cover and just deal with the water when the storm is over. If it were my pool, I'd go ahead and shock it now, and keep it at shock level as much as you can throughout the storm so that nothing gets a foothold and starts growing in there, especially if you lose power for an extended period of time.

Good luck, hope you don't get any damage.....

Janet