This is a code written in Dr Racket. Why it uses cons and what cons does?

; contract: insert: l$($list of numbers$)$ val$($number$)$ list of numbers

; test

; function

$($define $($insert $1$val $($cond $(($empty$?$ l$)($list val$))$

$(($ val $($first l$))($cons val l$))$ ; insert it to the list

$($else $($cons $($first l$)($insert $($rest l$)$ val$)))$; do not insert the value, but

add first of $1$ not to remove element from the list

$)$