The transition from automated processes to mechanisms that manifest intelligence through cognitive abilities such as memorisation, adaptability and decision-making in uncertain contexts, has marked a turning point in the field of industrial systems, particularly in the development of cyber-physical systems and digital twins. This evolution, supported by advances in cognitive science and artificial intelligence, has opened the way to a new era in which systems are able to adapt and evolve autonomously, while offering more intuitive interaction with human users. This article proposes a systematic literature review to gather and analyse current research on Cognitive Cyber-Physical Systems (CCPS), Cognitive Digital Twins (CDT), and cognitive interoperability, which are pivotal in a contemporary Cyber-Physical Enterprise (CPE). From this review, we first seek to understand how cognitive capabilities that are traditionally considered as human traits have been defined and modelled in cyber-physical systems and digital twins in the context of Industry 4.0/5.0, and what cognitive functions they implement. We explore their theoretical foundations, in particular in relation to cognitive psychology and humanities definitions and theories. Then we analyse how interoperability between cognitive systems has been considered, leading to cognitive interoperability, and we highlight the role of knowledge representation and reasoning.