Are cookies and Trojan horses examples of malicious codes?

Not necessarily, they are mostly used by websites that you frequent, so that the site recognizes you as a user when you return there.

It is possible for them to be used for a malicious purpose by some people; they can be used to track a person's browsing habits.
Cookies are a important part of the internet they are needed in order to make websites look cool. Cookies can be malicious and can track your web browsing but under most circumstances there good things.