If you don't want third party sites to store cookies on your PC, you can block cookies. But doing this might prevent some pages from displaying correctly, or you might get a message from a site letting you know that you need to allow cookies to view that site.
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Open Edge browser, select
Settings and more
?in the upper right corner of your browser window.?
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Select?
Settings?
?>?
Cookies and site permissions
.
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Select
Manage and delete cookies and site data
and enable
?Block third party cookies.