Cookies may be set by the website you are visiting (‘first party cookies’) or they may be set by other websites who run content on the page you are viewing (‘third party cookies’).
Please find some advice and links below to help you:
First, check which browser / browsers you use to view websites. For example, you might use Google Chrome, Internet Explorer or Apple's Safari browsers.
Find out how to control Cookies in that browser - usually via a "settings" menu option. For example in Google Chrome this is found at: chrome://settings/content
Change your Cookie settings as you prefer - that's it!