Temporary Internet Files

In the Windows Directory my “Temporary Internet Files” folder has 666 objects that appear to be cookies. The next sub-folder “Content IE5” also contains the same 666 objects. The next 8 sub-folders each contain the identical 666 objects. The sub-folders of the “Content IE5” folder are: 8PAJWDEJ, AFWY9AQC, KLEL4PO7, N6P26STW, O1IZG9IJ, PZTXG2JM, Q5Y4XRP6, Y1LG2KY6.
I have deleted the Temporary Internet files in Internet Options. However, the above folders and contents continue to remain. What are these folders and files and do I need to have them on my machine?