Hi Daniela, cognitive theory is not so much a theory but a collection of theories that focus on explaining behaviour by understanding underlying thoughts. These theories came about in response to behaviourism that tried to explain behaviour by simply studying behaviour (think Skinner and conditioning experiments) and not attempting to understand any underlying thoughts.
Social cognitive theory is one of those cognitive theories that suggests that learning occurs in a social context with a dynamic and reciprocal interaction of the person, environment, and behavior. It emphasized the social aspect of learning.