Hi Alina,
Great question. When we speak about fabrics, the term we use is "sheer". A sheer dress, a sheer blouse, a sheer cover-up, etc.
However, if someone thinks this is shocking and they want to emphasize that they can see right through the fabric, they may use the term "see-through" because they don't think this is a good thing. "The dress was completely see-through! That's not appropriate to wear to a funeral!"
I hope that helps.