Cover on Battery Post

Hi, I have a 98 Escort wagon SE and wanted to inquire about a red plastic cover over the positive battery post and clamp. I bought the car used 3 years ago. Would this be original Ford equipment? It seems to have several clips on it - kind of like taking a puzzle apart. The car will not start now and even though we released the clips and spread this thing out, it does not seem to leave enough room to get a clamp on to jump start. It appears that to take this gizmo off, we would have to remove the whole positive battery cable. Is this correct?

Also, would anyone have any tips on jump starting? In the old days we were always told to turn off all electrical accessories, yet in the Escort handbook, it says to leave the heater fan on. Somewhere on the internet I read that we should turn the heater fan on as the jumper cables were being removed. I feel so confused...

Any tips or advice would be greatly appreciated.

Ford does use a red plastic cover on the positive battery cable end.
The main reason for the 'protection' on that positive battery cable is just to keep short-circuits from happening. If/When someone accidentally leaves a tool atop the battery, causing a short circuit; there is a chance the resulting sudden voltage spike can ruin some expensive electronics in the 'brain', mess up the theft-deterrrent radios, etc.
To 'jump start' the car, you will have to do whatever it takes to get the jumper cables firmly on the battery terminals. The important thing is to get the cables well clamped onto the battery terminals of BOTH batteries - so you avoid erratic voltage spikes when you put your cars electrical system under a big load, ie. when you turn your ignition key on.
The reason to turn off a cars accessories when you are jump starting it is to decrease the load on the battery; it would just take that much more energy to crank the engine over if the headlights were on too.
The only reason I can think of to have the heater fan running would be to provide a certain amount of electrical load when you are trying to start the car. This load would have the effect of diminishing voltage spikes that the rest of the car's electronics might otherwise experience, in the event of a battery connection that was loose, corroded or faulty.
The safer way (safer for the cars electronics anyway) to jump start a car is to connect the two cars batteries together, and keep the 'donor' car running for ten or fifteen minutes. This will allow the good battery to supply some charge to the weak/discharged/faulty battery, and not depend solely on the current that is able to feed over via the battery cables, at the moment you turn your ignition key on.