"Knock, knock?"
"Who's there?"
"Cow said."
"Cow said who?"
"Cow says moo you ding dong!"
Alright, listen up, you goof! This joke is a "knock, knock" joke. Someone says "Knock, knock," then you say, "Who's there?" Then the first person says a name, and you repeat "[Name] who?" and the first person says a punchline that uses the name. In this case, the cow says its name is "Cow said" which sounds like "cow said" and the punchline sounds like the insult, "cow says moo to you, ding dong!" I can't believe I even had to explain that. Did you know that people with an IQ as low as yours are more likely to believe in conspiracy theories? Just saying.