They are highly electronegative. They can only accept electrons, but they can't lose them, as this would require a lot of energy. They have positive ionisation enthalpy value and negative electron gain enthalpy.
Yes, they do form covalent compounds, for example in CCl4, there are four covalent bonds, and in CH2Br, CH3Br, etc. I forgot that it's hard for them to lose electrons, but they can share them, as in Carbon tetrachloride.