Here are a few articles below that show where these settings can be found and adjusted:

Safari: Cross-site Tracking Settings:

https://support.apple.com/guide/safari/prevent-cross-site-tracking-sfri40732/mac 

Chrome: Turn “Do Not Track” on or off

https://support.google.com/chrome/answer/2790761?co=GENIE.Platform%3DDesktop&hl=en 

Firefox:

Disable third-party cookies in Firefox to stop some types of tracking by advertisers

https://support.mozilla.org/en-US/kb/disable-third-party-cookies