That data includes localStorage and cookies, but not cached files.
In Firefox, you can get details of the data by using the Storage Inspector (Shift+F9, or Menu > Web Developer > Storage Inspector, or F12 to bring up the developer tools and click the Storage tab). You can delete individual pieces of data from this interface as well.
Unfortunately, for the Epic data to show up, you’d have to do this on Epic’s site, there doesn’t seem to be a way in FF to view the data for arbitrary sites.