A cookie is a small file of letters and numbers that is downloaded on to your computer when you visit a website. Cookies are used by many websites and can do a number of things, eg remembering your preferences, recording what you have put in your shopping basket, and counting the number of people looking at a website.
This sites uses both first-party cookies (e.g., WordPress) and third-party cookies (e.g., Google Analytics, and social network share buttons)
More about cookies: http://ec.europa.eu/ipg/basics/legal/cookies/index_en.htm