.welcome is a file used in phpGraphy (and also others program) as an intro text when entering a directory. It's displayed only when browsing directory and will be shown just before the directory content (sub-directories or thumbnails) - See Editing the .welcome.
A cookie is a coded piece of information, stored on your computer, that identifies your computer during the current and subsequent visits to a web site.
A shell is a program that provides the traditional, text-only user interface for Unix-like operating systems. Its primary function is to read commands that are typed into a console (i.e., an all-text display mode) or terminal window (an all-text window) and then execute (i.e., run) them.