MANCOVA and step-down analysis

I have a question concerning the use of step-down analysis after MANCOVA. While I understand the steps for MANOVA, when I started using a covariate (MANCOVA) I became confused. Do you still do step-down analysis after a significant MANCOVA test? If so, do you use the covariate as part of that step-down analysis. For example, in my first step-down analysis using what I expect to be the strongest dependent variable, do I go ahead and include the covariate from the MANCOVA?

Any clarification I can get on this will be greatly appreciated!