For the privacy page, yes, create a page and link. You can also copy it from Relume https://library.relume.io/page-templates?page-tags=legal
For the cookie, use this cloneable https://webflow.com/made-in-webflow/website/Finsweet-Cookie-Consent-Components-Cloneable Documentation https://finsweet.com/cookie-consent
Yes, I think you need to work around with the structure to achieve the desired results.