For cookies, you usually use Plain Flour (which has no raising agent).
For cakes, you usually use Self-Raising Flour (which has a raising agent), or you can use a combination of Plain Flour and Baking Powder (depends what the recipe calls for).
For baking bread, I think you can use Strong White Flour, but not sure - I guess it depends on the bread recipe. You wouldn't use Strong White Flour for regular cakes or cookies though.
However, just be aware that flour has a different consistency/make-up here, so you will probably find that your US recipes don't turn out quite right using the same quantities of flour as you're used to.
I think there are some old threads here on the forum regarding how to convert your US recipes for UK ingredients.