You cannot save an array in a cookie, but you can transform the array into a string using the serialize() function, and then save it. An example:
$theArray = array('name' => 'erik', 'country' => 'sweden');
$theString = serialize($theArray);
setcookie('testcookie', $theString, time()+60);
When you want to get the array back, then do something like this:
$theArray = unserialize( stripslashes($_COOKIE['testcookie']));
echo 'Name: '.$theArray['name'].'<br/>Country: '.$theArray['country'];