A link to the relevant article: http://www.spaceflightinsider.com/space-flight-news/orion/exploration-flight-test-1/two-delta-iv-heavy-boosters-arrive-ccafs-leadup-nasas-eft-1-mission/
From that article,
On Tuesday, March 4, two Delta IV Common Booster Cores (CBC’s) arrived at Port Canaveral aboard United Launch Alliance’s (ULA’s) Delta Mariner barge. The barge previously departed ULA’s Decatur, Alabama, manufacturing facility on Sunday, Feb. 23, and traveled along the Tennessee, Ohio and Mississippi Rivers prior to entering the Gulf of Mexico, rounding the Florida peninsula, and making its way northward along the Atlantic coast. … Upon arrival at the Port, the two CBC’s were transported to ULA’s Horizontal Integration Facility (HIF) at Space Launch Complex 37 (SLC-37) at Cape Canaveral Air Force Station (CCAFS).
That's a long journey. As the crow flies it's only 1000 km or so. As the barge moves, it's at least twice that. Storms can fling debris, and so can traffic on the short segments where the boosters were on the road as opposed to on a barge. Those are protective shrouds to prevent damage along the route from Decatur, Alabama to Cape Canaveral, Florida.