A covalent bond between two atoms is non-polar if the electrons involved in bond formation are equally shared between two atoms having similar electronegativities. For example, in case of methane molecule, the four electron pairs shared between one carbon atom and four hydrogen atoms lie exactly in between one carbon atom and four hydrogen atoms and hence forms non-polar bonds.

The three dimensional structure of methane molecule has the carbon atom at the centre of the tetrahedron and four hydrogen atoms are located at the corners of the tetrahedron. In such a configuration, none of the participating atoms is more electrically charged. So, methane is a non-polar covalent compound.
Electro-negativity of carbon = 2.5 .
Electro-negativity of hydrogen = 2.1