Im putting together my bike, ive installed the Ultegra BB and Ultegra cranks, is there supposed to be a rubber seal or a cover to keep dirt from coming into the BB? Theres a nice little gap there which I would like to cover up. The new BB and cranks didnt come with anything like that. Is it a common item the shop will usually carry?

Heres the BB, see the gap? Thats what im worried about....

Don't know about that BB, but none of mine (Deore and 105) have seals, so you're probably OK. Kerry or somebody will know for sure.
In the relatively early days of mountain biking, when you had to repack everything every few rides, we used to slip rubber O-rings over the spindles before we put the crankarms on, then push them up tight. I think the grease probably did more to keep dirt and water out of the bearings than the rings did, though. If you want to do that, the plumbing or odd-parts section of Home Depot will have jillions of the things in all different sizes.

I really dont feel like taking the cranks arms off if dont have too. If its a necessity to have them on ill put them on. My trek 1200 had them on when I bought it. This bike I bought the frame,ult cranks and ult BB seperately. No seals came with...

It looks normal to me. I wouldn't worry about it.

Heres the BB, see the gap? Thats what im worried about....

That gap is not a path to the bearings. The seal for the bearings is along the axle, inboard of where your concern is focused. Trying to eliminate that gap would cause friction between the crank arm and the face of the BB cup - something would get ground down by that friction. Plus, that would give you metal flakes in the space between the crank arm and the bearing seals. You have nothing to worry about and don't need to do anything.