I'd be prepared to bet that they're already enabled. (Since that's the default status with most browsers).
I'm assuming that you're using Internet Explorer. Go to Tools > Internet Options and click on the 'Privacy' tab. Look at the slider which determines your privacy levels and read the information about cookies alongside it. If you're not happy with what you see, you can either adjust the slider or click on 'Advanced', put a tick alongside 'Override automatic cookie handling' and then choose your preferred settings.
Chris