You're not reading very carefully. The Lorentz transformation is defined as keeping the interval constant; the interval is defined as the quantity t^{2} - x^{2} - y^{2} - z^{2}. (Strictly speaking, that's the interval of a given point (t, x, y, z) from the origin (0, 0, 0, 0).)
The equation I wrote down says more than that; it says that this quantity, the interval, is not just constant, but *equal to zero*. In other words, it defines a set of points in spacetime that are separated from the origin (0, 0, 0, 0) by a zero interval. This set of points is called a null cone. The "future" portion of the null cone is the subset of these points for which t > 0; in other words, it's the portion of the null cone that lies to the future of the origin (0, 0, 0, 0).
Since a Lorentz transformation keeps the interval constant, it must map the null cone into itself; in other words, it maps null rays into other null rays. The mapping is conformal, so it preserves the inner product; thus, the null cone is Lorentz covariant.