Yes, Cos Cob, Old Greenwich and Riverside are all parts of Greenwich, CT!
Being a large town (61,000 people on 67 sq miles), Greenwich, CT is broken up into several different areas. I might not be using the terms perfectly, but here goes. Officially, there is Greenwich (06830,06831), Cos Cob (06807), Riverside (06878) and Old Greenwich (06870) - all part of Greenwich, CT. These areas comprise of the 5 zip codes mentioned. I could show you on a map where each of these areas begin and end. It is all clearly laid out. So if you live in Cos Cob, you put Cos Cob on your mail. I think "Greenwich" might actually work as well as long as you have the zip code correct, but don't quote me on it.
Now you might be asking about other locations such as Glenville, Pemberwick, Byram and North Mianus. These are all communities within parts of Greenwich. Some, like North Mianus, actually cover multiple locations. North Mianus is in the northern part of Riverside and Old Greenwich. I have yet to find a map that clearly identifies where North Mianus, Glenville or Pemberwick start and begin. This is much more of an estimate.
As for streets within town. There are five main arteries stretching from north to south through Greenwich starting with (from West to East) Riversville Road, then Round Hill Road, Lake Avenue, North Street and on the eastern boarder of town we have Stanwich Avenue.