Just send the Manuscript?

I would think that you would be on the right path if you submitted your work exactly the way they instruct on their website.

I think this is the thing that turns a lot of agents and publications off: people not following their posted rules for submission.

Cricket likes to see full manuscripts, and a cover letter is nice for fiction -- polite, but keep it short.

Now, if your fiction has factual elements (for example, it could be the story of a team of sled dogs in Alaska) you should mention your sources for the information in your cover letter (and source could be as simple as "I've worked with sled dogs for the last ten years." They want to know any factual elements to a story were actually researched or can be counted on to be accurate.

[edited to add -- and they want an SASE -- you probably knew that, but just in case.]

Sending a query basically means asking for permission to send the real thing.
Queries are generally not used in short fiction. Send the manuscript and follow the guidelines about cover letters and SASEs and you'll be just fine.