Cookies have several uses.
Some cookies are strictly necessary, for instance when passwords are required, in order to keep you logged in.
Other times cookies may be used simply to add improved interaction and function to a website. For instance to remember a persistant setting, such as clicking the cross above in the grey cookie consent banner at the top so you don't see it on every page, every time you visit the website.
Cookies are also used to monitor performance, such as where the very common Google Analytics script, or such other service, may be included in web pages.
Cookies can also be used to allow targeted information, relevant to you, to be displayed in the web pages you visit. In The 4 Minute Max Outs website, targeting cookies are used by third party advertisers (approved and deployed by Google AdSense) for the purpose of improving the relevance of the adverts that you are delivered only.
Should you wish to disable your cookies from your web browser, you can do so at any time from your web browsers settings. Use the browsers 'help' function if need be. To restrict or block cookies on a mobile device, again, do so from your mobile browsers settings, or else refer to that mobile devices manual.