They are fitted on each of the first stage strap on boosters and on the second stage core and are all orientated the same way. Pipes and cables connect to the stages from the cylinders. I believe they are removed before launch after the vehicle is installed on the pad.
According to this poster (warning: 3600 x 7300 pixels, 12.23 MB), they protect the "turbine exhaust (water vapor + oxygen gas)". See bottom of picture, white 23 and tan 19 identifiers.
The red covers are probably to protect against damage during shipping. Many of the exhaust ports aren't covered, but they are also hidden away under other structures.
A small thermal exhaust port. Hmmmm.