cookies are small bits of files that store your session, and other small data, its pretty much like a database in a sense...

while a cache is temporary storage for files used by a program(typically a browser) to display items.... and to get a quick access to pre-parsed files.....

your browser has to store the webpage, and all pictures, video flash and those things on the cache so that it could display it

while cookies, store only text based data about your browsing stuff.. like passwords, number of pages visited, session number, and so on