Holiday Cookies (consumable) are a decoration in FarmVille. They are used in "Winter Wonderland" Quest part IV (final part). You need to get 6 Holiday Cookies (+ harvest your Winter Workshop 2 times) in that final part. Once you finish this quest you will get unlimited Snow and Lights access, allowing you to add lights and snow to any available building, tree, etc. that Zynga has programmed to be decorated.
The subject of this section was part of the Winter Holiday Event (2010), an event that lasted from November 24, 2010 until January 31, 2011. Since the event has run its course, this may no longer be available.