According to the Electronic Communications Act , everyone who visits a website with cookies is informed of this as well as getting information on how they are used and how they can be avoided.
Cookies are small files stored on your computer at the request of a website. They contain information the website wants you to present every time you request a page from the same website. In most cases, these cookies contain settings that you made on the website, stating that you are logged in, and more. Cookies are limited in size to 4kB.
There is no way you can turn off the website sending cookies. However, you can set your browser (the program you use when browsing) that receive and save cookies. Most browsers can also control for which sites cookies should be allowed or not. Read the help for your Web browser how to customize the settings for this.