Om Nom Nom.. Teach Me About Website Cookies. v. PPC Banner Ads Following Them Around.

Trying to start a new PPC campaign this time with banner ads.. I vaguely understand that user goes to website, website drops cookie into their browser, they go to another website, website pulls cookie loads related banner ads..

Is there anything I have to do to make this work? Is this similar to Cookie Stuffing where you force cookies into their browser for extended periods of time? Using WordPress as usual.. Not sure where to begin or if I even need to know about this..

Thank you.

This looks great.