Honestly, I work at a detail shop and when we spray down the engines, we don't cover up anything. Its an engine.
As long as you don't be a dumb a$$ and point the pressure washer at the alternator or any other vital parts and hold it there for any length of time, you'll be fine
If you're really that paranoid, take a plastic bag or the like and cover up the PCM connectors, alternator, and the battery if you must.
The only time I've ever covered up anything when cleaning my engine, was when I had a short ram intake on one of my vehicles.
Use a good quality engine degreaser, and rinse off, you'll be fine