Cookies are small text files that are used to store small pieces of information. They are stored on your device when the website is loaded on your browser. These cookies are often used to make the website function properly, make it more secure, provide better user experience, and understand how the website performs and to analyze what works and where it needs improvement.
Third-party apps are embeddable widgets that are used on many websites, often used to display videos from a video-sharing site, share social media posts, provide interactive forms, and such. They require an online connection in order to provide the requested material from the source site to the requesting site.