The Cygnus arm of our galaxy is a source-rich and complex region hosting multiple gamma-ray source types such as pulsar wind nebulae (PWN), supernova remnants, binary systems, and star clusters. The High Altitude Water Cherenkov (HAWC) observatory has been collecting data continuously since 2015 and has reported five sources within the Cygnus region. Several other instruments have also observed gamma-ray sources in this region. For instance, Fermi-LAT found gamma-ray emission at GeV energies due to a Cocoon of freshly accelerated cosmic rays, which is co-located with a known PWN TeV 2032+4130 seen by several TeV gamma-ray observatories. TeV J2032+4130 is likely powered by the pulsar PSR J2032+4127 based on the multi-wavelength observation and asymmetric morphology reported by VERITAS. The study of HAWC data will provide more information regarding the morphology, emission origin, and the correlation with the GeV emission. This presentation will discuss the analysis of data collected with the HAWC instrument and the Fermi-LAT and the results obtained to provide a deeper understanding of the Cygnus Cocoon across five decades of energy range.