Thanks for the info.
As I indicated above, it seems almost certain to me that you've already got cookies enabled (meaning that the advice you've been given is useless) but let's just check anyway:
Click the three dots (top right).
Select Settings, then Cookies and Site Permissions.
Click on Manage and Delete Cookies and Site Data.
'Allow sites to save a read cookie data (recommended)' should be turned 'On' (i.e. blue). It almost certainly will already be though.
'Block third party cookies' is probably best left 'Off' (i.e. white).
If, as I suspect, you find that those are the settings that you've already got, nothing you've done so far is going to make any difference. However my own suggestion is to try clearing your browser's cache:
From within Settings, click on Privacy, Search & Services.
Under 'Clear browsing data', click on 'Choose what to clear'.
Change 'Time range' to all time.
Check that the first four boxes in the list are all ticked and scroll down to ensure that none of the others are.
Click on 'Clear now'.
(Alternatively, simply try a different browser. Despite Edge coming pre-installed with Windows 10, fewer than 10% of all users of desktops and laptops stick with it, which must surely be an indication of just how bad it is! Chrome is by far the most popular browser, with about 65% of all users opting for it but my own preference is for Slimjet).