The Wolfram Language has a flexible system for managing cookies in HTTP requests. Each cookie is represented by a Wolfram Language association, and its properties (such as expiration date) are stored in computable form.
URLExecute — execute an HTTP request, sending and receiving cookies
HTTPRequestData — cookie information associated with a particular HTTP request
CookieFunction — what to do with cookies that are received from a request
$Cookies — list of all currently set cookies
FindCookies — find cookies set for a particular domain
ClearCookies — clear cookies that have been set
SetCookies — set cookies for a domain