The button Options has a "gear" or "wheel" icon. Do you see that anywhere? If not, you might need to use the Customize feature to bring it back to the menu. See: Customize Firefox controls, buttons and toolbars.

(Note to other readers: On Mac and Linux, it's "Preferences" instead of Options.)

An alternate way to access the Options page is to use the classic menu bar, Tools menu. If you do not normally display that bar, you can activate it temporarily by pressing and releasing the Alt key.

What kind of change do you want to make to cookie settings? If you want to change the cookie permission for the current site you're visiting, you can use the Permissions panel of the Page Info dialog. You can call that up using any of these:

• right-click a blank area of the page and choose View Page Info > Permissions
• (menu bar) Tools menu > Page Info > Permissions
• click the padlock or globe icon to the left of the site address, then the ">" icon, then More Information > Permissions

Scroll down to "Set Cookies" and uncheck the "Use default" box, and then select the permission you prefer.

Note that you can also open the about:preferences page via the location/address bar.

• about:preferences#privacy

To see all History and Cookie settings, choose:

• Tools > Options > Privacy > Firefox will: "Use custom settings for history"

You can tap the Alt key or press F10 to show the Menu Bar

• https://support.mozilla.org/kb/Options+window+-+Privacy+panel