Normally something like that can be mentioned in the last paragraph, usually to illustrate your hard work ethic or something similar. But if the job has nothing to do with that, and you are planning on actually using that license soon in another job, then I might neglect to mention it.
I always thought a cover letter should be a snapshot of your resume. A brief summary of the main points/accomplishments. Its kinda of a marker for whoever is reading it to catch their attention and want to read further and flip the page to your actually resume.
