Hebrews 8 talks of a "first covenant" (the Old Covenant). Is this the Sinai Covenant? Are the laws in Leviticus and Deuteronomy part of the Old Covenant?
The covenant established between God and Israel at Mt. Sinai is called the Mosaic or Old Covenant. The establishing of this covenant happened over two generations of Israel, and its terms are recorded across the first five Books of Moses (i.e., Genesis, Exodus, Number, Leviticus, and Deuteronomy). These five books are collectively called the "Law," though the terms of the covenant are found in Exodus–Deuteronomy.
The covenant was first enacted with the generation of Israel that departed from Egypt, but since they tested the Lord and broke the covenant, they were denied entry into the Promised Land. Instead, that generation wandered for 40 years outside the Promised Land and during that time the Lord revealed more of His law, including the priestly and ceremonial systems in Leviticus. These laws were always to be part of the covenant, though they were not revealed until after the covenant was enacted.
Forty years later after the first generation died out in the desert, the Lord appeared to the next generation of Israel and reiterated the terms of the covenant. This new generation once again agreed to the covenant, and so the covenant was ratified a second time. The second giving of the covenant of law is recorded in Deuteronomy. In fact, the word Deuteronomy means the "second law."
So there is only one covenant and only one Law, but the Law was given over a period of 40 years and several books, and the covenant was ratified twice across two different generations of Israel. So altogether, the Books of Moses (Genesis-Deuteronomy) are considered the Law given to Israel through one covenant, the covenant of Moses.