Taking a hot bath will not prevent you from catching COVID-19. Your normal body temperature remains around 36.5°C to 37°C, regardless of the temperature of your bath or shower. Actually, taking a hot bath with extremely hot water can be harmful, as it can burn you. The best way to protect yourself against COVID-19 is by frequently cleaning your hands. By doing this you eliminate viruses that may be on your hands and avoid infection that could occur by then touching your eyes, mouth, and nose.
Source: World Health Organisation (www.who.int)