Use the Menubar Settings->Configure Konqueror...->Cookies... or the K menu Preferences->Web Browsing->Cookies selection to bring up a dialog box with two tabbed pages; Policy and Management.
This page allows you to decide whether Konqueror will handle cookies at all, and whether it should ask you for confirmation before accepting them.
You can also set domain specific cookie policies and even share them with other people by using the Import and Export options.
This tab page is interesting because it lets you see what cookies have been placed on your machine and allows you to delete any or all of them.