how do I delete cookies?

No. The command Remove all Cookies does.

Safari menu/Reset Safari. Tick the appropriate box.

Jecunda wrote:

I have cleared history, does that delete cookies?

No. Clearing history does not remove cookies.

http://support.apple.com/kb/PH11911

Delete cookies

Safari > Preferences > Privacy > Cookies and other website data:

Click “Remove All Website Data” button to remove all cookies.

To remove an individual cookie, click the “Details…”button.

From the dropdown sheet highlight the item and click the “Remove” button at the bottom.