If you want to delete cookies from a particular site, but not all cookies from all sites, you’ll find several sets of instructions in Brave Help. Most don’t work, but I found one that did, with some finagling:
Click on the Menu icon in the top right, and go to Settings
Click on Privacy and security → Site and shields settings → Cookies and site data → View permissions and data stored across sites.
Cookies and data from all sites are listed, each can be deleted if desired.
(Brave v.1.73.89 macOS)