Lie group map whose differential is an isomorphism is a covering map

Question

While trying to read the proof in Fulton and Harris of their “Second Principle,” I ran across something that I do not understand. They seem to claim that if $f: G\rightarrow H$ is a map of Lie groups whose differential $(df)_e: \mathfrak{g}\rightarrow\mathfrak{h}$ is an isomorphism, then f is a covering map. Can anyone provide a proof or a reference?