The IRequestDictionary::get__NewEnum method returns an enumerator interface which can be used to iterate through the items in the collection.
HRESULT get__NewEnum(
IUnknown ** ppEnumReturn //pointer to an IUnknown interface
// pointer that receives the enumerator
);
You can use this method to iterate through the items in any collection. Members of the Cookies collection may be implemented as collections themselves. IReadCookie and IWriteCookie both support this method as well, which you can use to iterate through the members of these subcollections.
IRequestDictionary, IReadCookie, IWriteCookie, IRequest