I use Bleachbit on Windows and it's good for deleting everything. It applies to more than just cookies and isn't as selective or customizable.

The only time I have gotten any kind of malware (virus or other) was in Windows because I downloaded CCleaner from File Hippo. I had used it a lot and downloaded it many times. It's constantly being updated. Then one day it came piggybacked with a virus. Malwarebytes detected it after a scan. I had to erase my hard drive and start over. I had a partial backup, but on Windows starting over with a clean system still takes a long time. That was the last time I used CCleaner. Download sites are supposed to check the programs they offer for download, but I didn't see so much as an apology at File Hippo.

That's the Windows world.