Cosine is not as easy to construct as sine is. Start with the square grid and create the unit circle, as above.

Measure the coordinates for the movable point on the circle, then measure the Abscissa (x-intercept). It might seem redundant, but we're about to use the x-intercept in another equation.

Create a new function using Graph -> Plot New Function. When the calculator pops up, click on the Abscissa from the previous step.

When the new function pops up, construct a point on it. From here out it is pretty similar to the sine graph. Hide everything you don't need.

Select the point constructed on the function and Measure -> Coordinates it. Move the point to the y-axis. Display -> Trace it. Move the point on the circumference to the x-axis.

Select both points and go to Edit -> Action Button -> Animation. You might need to play around with the settings to get everything working properly.
