Cookies are files sent by web servers to web browsers, and stored by the web browsers.
The information is then sent back to the server each time the browser requests a page from the server. This enables a web server to identify and track web browsers.
There are two main kinds of cookies: session cookies and persistent cookies. Session cookies are deleted from your computer when you close your browser, whereas persistent cookies remain stored on your computer until deleted, or until they reach their expiry date.
Most browsers allow you to refuse or accept cookies. Please take a look at your browser settings to control this.