曲奇 is a loanword from the English cookie (which is derived from the Dutch koekje, which is little cake). In particular, the Cantonese pronunciation kūk kèih sounds like cookie.
The Chinese for Chinese cookie-like things is 餅, so sometimes Western cookies are termed 曲奇餅 (kūk kèih béng in Cantonese) which would translate to cookie cookie.
Western-style cookies. If you go into a Chinese supermarket, the cookie section will include tins of Chinese biscuits but also tins of European cookies.