Yes. You must have cookies enabled in your browser settings to use ICE Image Library.
Suppose you had searched for images using the keyword "London" and another user had searched on "Paris". After viewing the first page of thumbnails you click the "Next" navigation button to see the next page of thumbnails. Without cookies the server wouldn't know that it was you who had clicked the link and to serve up the next page of London thumbnails rather than Paris thumbnails.