A cookie, also known as an HTTP cookie, web cookie, or browser cookie, is usually a small piece of data sent from a website and stored in a user's web browser while a user is browsing a website. When the user browses the same website in the future, the data stored in the cookie can be retrieved by the website to notify the website of the user's previous activity.
We are aware that the EU has passed a law which requires disclosure when I site utilizes cookies. A summary of the EU Cookie Law may be read on Wikipedia.
Most sites and galleries creating using TTG plugins do not utilize cookies.
The exceptions would be our shopping cart system and WordPress theme(s).
At time of writing, we do not yet have CE3 versions of our shopping cart or WordPress theme.
If you need to provide notice of cookies to your visitors, then the best method is probably to create that notice using PHPlugins. You might consider using a third-party add-on such as The Cookie Directive JS.