They use these things for locating faults in buried cables. It is not necessary to lay out the cable and cover it with anything (assuming an unburied cable) because the arc at the fault location will sound like a rifle shot (or worse).
Back when I used to run one of these for the local power company, the standard method for locating the fault was to start up the thumper, which has about a 5 second cycle, and start walking slowly along the route of the cable. The 'thump' can be felt faintly through your feet or heard by using a piece of conduit as a stethoscope. This will work for cables that are up to several thousand feet in length.
One of our linemen always brought his dog to work with him in the truck. The dog had been on so many underground repair jobs that, as soon as the thumper was started, he would take off running to the fault location and bark at it when he arrived. That saved us quite a bit of time.