Depends on which option you use.
The default setting is just normal file deletion (not wiping), it is good enough for most people for everyday use, but it is not considered "secure" deletion.
Then there are 3 "secure deletion" modes. 1, 3 and 7 passes. That is how many time it overwrites the contents of the file. They should be pretty secure in erasing the contents. The NSA variant with 7 passes is supposedly good enough for NSA. And DOD good enough for Department of Defense.
Secure deletion mode will afaik only securerly get rid of the contents of the cookies, the filenames may still be recoverable.
For dedicated file wiping software see Eraser:
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http://www.heidi.ie/eraser/