The IReadCookie::get__NewEnum method returns an enumerator interface which can be used to iterate through the items in a cookie.
HRESULT get__NewEnum(
IUnknown ** ppEnumReturn // pointer to an IUnknown interface
// pointer that receives the enumerator
);
If a cookie has been implemented as a collection, you can use this method to iterate through all the members of its collection.
Cookies, IWriteCookie::get__NewEnum