That website is required by a new law to ask your consent to place or retrieve files from any device you might use to browse the web.
These files, called ‘cookies’ are used by most websites in many different ways, including enabling you to login, buy things on shopping sites, and generally personalise your web experience.
They can also be used to keep track of the pages visited using your browser, which gives site owners important insights into the quality of their services, enabling them to improve and better meet the needs of all their visitors.
This information can sometimes be used by some websites to present advertising and other messages relevant to your browsing history.
It is important to note that cookies cannot be used to gather information from other parts of your computer, and they cannot contain viruses or other code.