A cookie press is a sort of old-fashioned* device used for make cookies look really nice. The dough you're using needs to be fairly soft for it to work.
The cookies press is basically a long tube with a kind of handle at one end, and different attachments (for making different shapes of cookies) at the other. You put on the desired attachment, fill the tube with cookie dough, place it on a cookie sheet, and push the handle down. It pushes out some dough, which will have taken a beautiful shape.
* The only reason I say that it is old-fashioned is that people younger than say, my mother, haven't really heard of it.