Click on the menu in the browser toolbar, near the url entry form for navigation
Select Options
Select the Privacy panel
Click on Show Advanced Settings
"Privacy" section, click on the "Content settings" button
Section "Tracking", you can change the following settings related to cookies:
Ask the sites not to make any tracking
Tell the sites the availability to be tracked
Do not communicate any preference regarding the tracking of personal data
Section "History", it is possible:
Enabling "Use custom settings" select to accept third-party cookies (always, from most visited sites or never) and to store them for a specified period (until they expire, when Firefox closes or ask every time)
Remove individual cookies stored
For more information
click here.