This is not related directly to IE. What happens is that IE itself uses an API (application programming interface) which sets the cookies.
A lot of other applications can use that API including Outlook, and almost any other application on Windows that accesses the internet.
Firefox specifically doesn't use it (at least as far as I know) and keeps the cookies in a different place.
The tracking cookies can come from Emails that contains images or HTML pages that you receive and view using Outlook.
That's why even though you don't use IE directly you might end up with tracking cookies on your computer.
The thing is that they will only be used again if you use the same software that access the internet using the API that IE uses or if you use IE again so, in a sense, they really have no meaning (or at least little meaning).