Cookies are cookies are cookies. The cookied name-value pair is sent to the Web server by the browser. If a cookie is set in a given context, it's always going to be sent in that context. PHP doesn't care/could never know how the cookie was set ... only that it was SENT by the browser. For example, if you are running Apache and have the user tracking module installed, you'll get an "apache=" cookie, and it's available in the superglobal array $_COOKIE.
In terms of where they are available, cookies obey simple inheritance rules. A cookie set to a domain foo.com will be visible to foo.com, www.foo.com, fubar.foo.com, et cetera. A cookie set to the domain www.foo.com will not be visible to foo.com or fubar.foo.com. In addition, you can set a path on the server (/foo/bar/) and the cookie will be visible below, but not above, that point in the URL tree.