The IRequest::get_Cookies method retrieves the Cookies collection of the Request object.
HRESULT get_Cookies(
IRequestDictionary ** ppDictReturn // pointer to an
// IRequestDictionary interface
// pointer that receives the Cookies collection
);
You can iterate through the Cookies collection with the get__NewEnum method exposed by the IRequestDictionary interface. You can also retrieve a specific Cookie value with the get_Item method.