Each type of Internet browser designates a particular place for storing cookies.
The easiest way to find where cookies are kept is to do a Find or Search either on the folder name “Cookies” or the file name “cookies.txt”, depending on your browser.
They are necessary to provide the function of “persistence”. Browsing the Internet involves what is known as a “stateless” process. In other words, a Web site ordinarily has no memory of who comes and goes. (Actually, logs of traffic are kept but these are not involved here.) As soon as the information that your browser requests from a site is downloaded to your computer, the connection is dropped. If you return to the site a minute later (or whenever), the site has no knowledge that you were just there. If a site has several pages and you go from one to the other the site does not remember which pages you have been to. That is, it won’t unless a cookie is on your machine to remind the site and provide continuity. The gives the following
There are many reasons a given site would wish to use cookies. These range from the ability to personalize information (like on My Yahoo or Excite), or to help with on-line sales/services (like on Amazon Books or eBay), or simply for the purposes of collecting demographic information (like DoubleClick). Cookies also provide programmers with a quick and convenient means of keeping site content fresh and relevant to the user’s interests. The newest servers use cookies to help with back-end interaction as well, which can improve the utility of a site by being able to securely store any personal data that the user has shared with a site (to help with quick logins on your favorite sites, for example).
More details of how cookies work and what they do are given in the references in the sidebar.