IE11 where are cookies really stored?

Most of the time IE11 stores cookies in %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Cookies or if you're using IE in protected mode, %USERPROFILE%\AppData\Roaming\Microsoft\Windows\Cookies\Low.

But...

From IE10 and up, only the cookie itself is stored in the roaming directory and the instructions of what site they belong to and how they're to be used are stored in a database located at %userprofile%\AppData\Local\Microsoft\Windows\WebCache\WebCacheV01.dat.
This file can be quite large (as far as databases used web browsers are concerned), so if you're using running Roaming Profiles on a network with hundreds of users and use some form or redirection or syncing to include this file, make sure your storage is capable.