Yes, Yahoo! Business Email sets a cookie when you sign in to your Yahoo! Business Email account. A cookie is a small piece of information stored by your browser to help identify you.

How Yahoo! Business Email uses cookies:

• Cookies are used to keep you signed in as you move from page to page.
• The cookie automatically expires after eight hours.
• During that time, if you don't sign out or exit the browser, clicking any Yahoo! Mail icon will automatically take you into your account—so you don't have to sign in repeatedly.
• If you're prompted to accept a cookie after signing in to Yahoo! Mail, the only way to access your account is to accept the cookie.
• Declining the cookie either causes your sign in session to expire, or it might temporarily disable your account.
• If your browser is configured to reject all cookies automatically, you won't be able to sign in to Yahoo! Mail.

To use Yahoo! Business Email you'll need to configure your browser to enable or accept cookies.
How to configure your browser to accept cookies.