Not all covalent bonds are molecular. For example, if you look at the melting point of Silica and Diamond, you will see that it is very high(1710 and 3350 deg C). This shows that this type of bonding is clearly not a molecular bond. Diamond and Silica exist as giant covalent structures or macromolecules.$^0$

In a macromolecule, the lattice formed is held together through covalent bonds. For example, in a Diamond, the carbon atoms are all bonded to four others. This makes the structure incredibly strong. Diamond is one of the hardest substances in the world.$^0$

However not all macromolecules will have this complete of a lattice structure. For example, in Graphite, there are layers of the strong carbon covalent bonds, but this layers are connected through weak forces. This makes graphite one of the softest substances.$^0$