A cookie is a small file created by a website to store information. The cookie is stored on your computer. Cookies are normally helpful and harmless; it's rare to encounter a bad cookie.
Cookies can store information that identifies you, such as your name and email address. A website has access only to the information you provide. For example, a website can't determine your email address unless you provide it. A website can't gain access to other information on your computer.
When you use the default cookie preferences in QtWeb, you won't know when QtWeb is accepting or sending cookies.
You can change your cookies preferences so that QtWeb doesn't accept cookies or accepts them only from limited sources.