How can I explain a career change in my cover letter? Do I need to?

By including it, it allows the reader the opportunity to understand why you went from working in manufacturing to working in retail (etc) and yes, you MUST include it

The cover letter is a "required" document that provides the individual with space to comment on that kind of change. It's hardly ever read.

Yes you need to. Put the explanation in the objectives section at the top of your resume too. Explain any common skills and why you are motivated to change in the cover letter.

yes please otherwise the gaps or changes will not have an explanation. You can turn this into a positive as many ambitious people often find their true passion later in their career

If you needed a change, say it. If you felt you couldn't move as fast as you wanted, say it. As long as you don't speak sh!t about your old company be honest

don't hide. Tell the truth. Communication is critical when starting a new relationship. Same goes for a new job.

You don't need to, but you might have to depending on the company and type of work you're applying. In my case, I should have done the career change a long time ago.

No need. If asked in an interview just tell them why you wanted a change. Not all changes are bad and not all work. Just be honest.