There are several directions you could go with this set.  I would start by introducing it on a table (rather than in the Housekeeping Area) so that children can explore the shapes in whatever way they choose.  The children themselves may come up with some very interesting ways of playing with these cookies.  Observe carefully.  You may find that the children naturally begin sorting them into categories without any prompting from the adults. I imagine that some of the categories children will come up with, may be hard to see or recognize.  They may sort the cookies into piles of “Cookies I Like” and “Cookies I don’t Like”.  That is what I would do.

Later, you can ask that they sort the cookies in specific ways by observable attributes (color, size, shape).  They can count them, distribute them, make patterns out of them and eventually play all of the games that come with the set.

The thing I like best about this set, is that these cookies look like the cookies I grew up with.  Do you remember the “Pinwheel” cookie, or am I aging myself?