In addition to the other comments, and I would also confirm do not try running it with the cover off, the case is intended to get hot as this is part of the means by which heat is transferred away from the internal components.
The Mac is fitted with various internal heat sensors and as Grant says, it will auto power down if it feels one of these is indicating an excessive temperature.
It will not really apply to the current Mac Pro, but a standard (Windows) desktop PC is designed to be upgradeable by the owner. It is possible to upgrade such a PC to a level that it would exceed the original design specifications, for example either by fitting a very powerful video card or more powerful CPU chips. In the case of such a PC it is therefore sometimes necessary to fit more powerful cooling fans than it originally came with, or even go to the level of using liquid cooling systems. However the current Mac Pro does not let you upgrade the CPU or video card so you cannot realistically 'upgrade' it to a level that would exceed the original Apple design specifications and therefore the original fan should be sufficient.
Apple do a lot of testing of their designs and in general they are extremely reliable because Apple are very conservative with their specifications.