The 'cookie' law is (mainly) the ePrivacy Directive, that requires websites to get a user's informed, specific, and affirmative consent before storing or accessing non-essential information on their device.

To comply a website must inform users about their cookie usage (who is using it, why, and how long they are stored, I think) and allow users to easily withdraw their consent at any time (though there's no requirement to easily decline).

Actualy looking at the site, it already might be? I'm not sure, I don't remember the specifics of the law. But there is a banner pop up and you do inform cookies are used and why, and there's an easy way to withdraw consent.