The CodeCows application and its extensions do not interact with the network at all. It does not capture, store or transmit any private information. Period.
Since you are considering CodeCows you are probably a very interesting person, yet we still think that this is none of our business. If you think we should know more about you, please just drop us an email!
P.S.: Don't trust privacy policies, install Little Snitch and get notified if an application tries to send data to the Interwebs.