Sure. We can explain.
Actually there are several cookie types that is being used by sites and browsers. Cookies remains in browser and it is provided by the website.
For example:
Soundcloud sends cookie to your browser and your browser keeps this during first login time and later when you visit Soundcloud, the saved cookies helps you to keep browsing as before as the session cookie exists in the browser that determines that you're a verified user of soundcloud.
So, The bot actually emulates the browser activity and it need cookies to behave properly and simulate activities as an logged in user/ active user/ user of soundcloud .com.
Generate cookies is an optional part if the login function gets broken then you can generate cookies and save them for urgent cases.
That's it. Nothing more and nothing less.
Regards