The IWriteCookie::get__NewEnum method retrieves 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, IReadCookie::get__NewEnum