Cookies are set and fetched by the URL location's server according to the web browser's user set configuration.

All cookies from, and for, that .domain -- are the only cookies accessible, or able to be set or updated, by that .domain.

Google-Analytics tracking cookies for example are set by a JavaScript placed on that domain -- but the cookie's domain is .google.com.

.domain 's server cannot access a cookie set by Google-Analytics tracking and that is why you need to visit Google Webmaster Tools to view the stats created from your site's visitors by the Google-Analytics tracking cookies.

Google is your friend:
https://www.google.com/search?q=cookies+with+php
https://www.google.com/search?q=cookies+with+javascript
https://www.google.com/search?q=cookies+with+jquery
https://www.google.com/search?q=asp+cookies
https://www.google.com/search?q=cookies+in+java
https://www.google.com/search?q=cookies+in+firefox
https://www.google.com/search?q=php+cookies
https://www.google.com/search?q=cookies+asp+net
https://www.google.com/search?q=cookies+apache
https://www.google.com/search?q=cookies+perl
https://www.google.com/search?q=cookies+ruby