Short Answer
Bookmark the following URL:
chrome://browser/content/preferences/cookies.xul
Short-ish Answer
FireFox stores all of its UI elements in files called XUL files. chrome:// URLs point to these various XUL files on your hard drive. They live inside JAR files (Java ARchives), which are essentially zip files. Chrome URLs beginning with chrome://browser will point specifically to a file called browser.jar, which lives in your Firefox installation directory. On Windows 7, in my case, this was at C:\Program Files (x86)\Mozilla Firefox\chrome\browser.jar.
From there, the rest of the URL is pointing within the JAR file. In this case, we’re looking at content/browser/preferences/cookies.xul, which is within browser.jar.
It’s that simple. When you point FireFox to a chrome URL, assuming it exists, it will be displayed. To see a useless but funny example of this, try this URL:
chrome://browser/content/browser.xul
