The easiest way, would be to have an invisible sprite behind some cover object, or multiple sprites. Then have an Event that checks to see if an enemy's health variable is below a set value. If so, have it find a path, then move to that invisible sprite. If you have multiple move to objects/sprites, you could have a choose action, so it chooses one of the sprites to move to.
I hope this makes sense. If not, I could go into more detail.
It does make sense to me and that's exactly what I was thinking but this is where it gets more complex. I would like the enemies to then move to a different thing of cover if the player gets to close and from time to time peak from behind the cover and shoot the player.