Nonpolar molecule: A nonpolar molecule whose charge distribution is spherically symmetric when averaged over time.
A nonpolar molecule has no separation of charge so no positive and negative poles are formed.
As oxygen molecules have two same elements with doubly bonded and have spherically symmetric charge distribution on each oxygen atom. So in an oxygen molecule, no poles are generated.
In oxygen molecule covalent bond is there.
The structure of the oxygen molecule is given below-
Hence, is a nonpolar molecule having a covalent bond.