The actual files are likely found in this folder structure:
C:\Users\<your username>\AppData\Roaming\Mozilla\Firefox\Profiles\<some random chars>.default
Cookies. and 3 different ones all with sqlite as part of the extension, which is a protection scheme it would appear.
SO indeed need 3rd party app of Firefox to see them, but in case you wanted to back them up, those look to be what to snag.