Use Cookies to obtain direct access to the individual TCookie objects that represent the fields of the cookie headers in the response message. Each TCookie object represents in individual cookie header that is included with the response message. 

Use the Add method of the cookie collection to add a single cookie to the collection, or use the SetCookieField method to add multiple related cookie headers to this collection. SetCookieField creates and adds new cookies that share a common set of values for the domain, path, expires, and secure fields. Use the HeaderValue property of the individual entries in Cookies to determine the actual response header string that is sent for each cookie header.

SetCookieField 

Cookie 

TCookie 

Describing the Server Application