You can only do that by adding an image to the email and then you can track views of that image (usually delivering the image from a .php page so you can do some logging in the database).
You can also run clicks through a page on your site that redirects to the final destination to track clicks. I don't think you can use cookies, but you can add a url parameter to the links and image src to track the user that is viewing the email or making the clicks.
This is something we could help with in a premier support ticket.