The IReadCookie::get_HasKeys method returns a Boolean value which indicates whether or not the cookie has keys.
HRESULT get_HasKeys(
VARIANT_BOOL * pfHasKeys //pointer to a Boolean that indicates
// whether or not the cookie has keys
);
If the cookie has been implemented as a collection, this method will return TRUE. If the cookie has keys, you can use the IReadCookie::get__NewEnum method to retrieve an enumerator for iterating through the collection.
Cookies, IReadCookie::get_NewEnum