Does the word cookies contain sessionStorage and localStorage?

I know what is sessionStorage and localStorage and cookie

But

Many web documents seem to refer to all of these as cookies.
This makes me confused

Example

Credentials are cookies, authorization headers or TLS client certificates.

The source of this sentence is MDN's next site.
https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Access-Control-Allow-Credentials

Cookie, sessionS, localS are all involved to request header automaticaly
So i think in that sentence they are all cookie

Please tell me what is generally classified as a cookie and what is not classified as a cookie