What cookies are
Cookies are small files placed on a visitor's device when a website is opened. They allow the site to remember certain information during a visit and to understand aggregate usage. A cookie is not a program: it does not run on its own, and it does not change files already on a device.
Some cookies are set by the site itself. Those are sometimes called first-party cookies. Some may be set by third-party services used on the site, for example when a page includes content or a function supplied by another provider. A third-party cookie is governed by that provider's own policy, not by this firm's settings.
Similar files can include browser storage used to keep a choice for the length of a session. This policy uses the word "cookies" for those files as well, because they serve the same practical purpose: remembering something for the current visit or for a later one.