The IResponse::get_Cookies method retrieves the write-only Cookies collection of the Response object.
HRESULT get_Cookies( IRequestDictionary ** ppCookies //pointer to the // IRequestDictionary interface // pointer that receives the // write-only Cookies collection );
You can iterate through the Cookies collection with the IRequestDictionary::get__NewEnum method, or you can retrieve a specific cookie with the IRequestDictionary::get_Item method.