This page sets a cookie, a localStorage item, and a sessionStorage item:
<script>
//set a cookie
document.cookie = "username=pete";
//set localStorage item
localStorage.setItem('username', 'pete');
//set sessionStorage item
sessionStorage.setItem('username', 'pete');
</script>
Next open up your browser developer tools to see the data, then click on the button to clear the site data via the Clear-Site-Data header