How do you not make the cookies stick to the baking tray?

Yes, butter may be used to prevent cookies from sticking to the baking sheet. Cookie recipes that contain plenty of butter or shortening (rule of thumb: more than 1/2 cup) probably do not need to be baked on a greased (buttered) sheet. In fact, many cookies need to be baked on cool, ungreased baking sheets to prevent their spreading more than they should.