The Spireites face a trip to Solihull Moors, who finished third in the table, in the semi-final on Sunday.
If they can win that, then the Blues will come up against either Wrexham or Grimsby Town in the final at the London Stadium on June 5.
Asked by the DT what it would mean to him to lead Town to the final, Cook said: "I just don’t get ahead of myself, I just don’t. I have been around long enough to know that on Tuesday night, leaving The Shay, our season could have been over and I know what this disappointment would have felt like to this town and this club on Wednesday morning.
"You can’t go from feeling that one minute to all of sudden elation, you have got to stay steady. My job is to prepare the players to ensure that they have the correct information that will help them win the game.
“The feeling of winning is the feeling of winning. The feeling of losing is lying awake at night staring at the ceiling in your bed. That is what managers do, we have all been there. I have been quite fortunate, I have had a couple of good sleeps now and again because I have won and I have been okay but I have had plenty of sleepless nights staring at the ceilings at all my clubs.
"We have got a great opportunity on Sunday. I think it will be a really good game of football, I think we will go there with a real desire to show everyone what we can be. I think Solihull do what it says on the tin and we have got loads of respect for them.”
Cook also said that confidence levels are high after the win against Halifax in midweek.
The players had Thursday off and will now train on Friday and Saturday ahead of the game.
“You can feel that good buzz around the club,” Cook said. “My job is to manage all of that and make sure they are all focused on Sunday for what is going to be a hard game and how hard we have got to work to make ourselves and our supporters happy.
"We are so disappointed that more of our fans can’t be there to see us, we know how hard tickets have been for them and we know the difficulties our club has had in getting more tickets but unfortunately we can’t.
"As disappointing as it is, the challenge for us is to go over there and try and win the game, there is no bitterness or sour grapes about any situation.
"They are a very well coached team, they have got two or three different styles of play, they adapt during the game and they are good. They take their place in the semi-final absolutely on merit and we are in for a very, very difficult game.”