Malwarebytes for Mac does not detect or remove cookies. Cookies are just data stored by a website, and are not malware. At worst they can pose a threat to your privacy, in the case of tracking cookies. Further, many cookies are not only legitimate, but also are required for normal operation of some websites.
If you feel it necessary to delete cookies from your computer, some of them may be difficult to get rid of. You can use the following techniques to delete these cookies, but you should be aware that they will come right back as soon as you visit a site that sets those cookies.
Step 1: Clear your browsing History and Cookies/Cache.
To Clear your Safari Browsing History:
Visit this Apple Support Article - Clearing Safari Browsing Data
To Clear your Cookies on a Mac:
Refer to this Apple Support Article - Manage Cookies and Web Data
To clear cookies in Chrome:
See Mozilla’s page on deleting cookies, as well as the one for clearing the cache.
Step 2: Clear Adobe Flash Player data
If you have Adobe Flash Player installed, some sites use Flash’s Website Storage feature to store cookie data. To change the settings for this feature and delete stored data, see Adobe’s Website Storage Settings page.