you can use javascript to check but then the client has to have js enabled.
otherwise you can use a script to set a cookie, then redirect to a new page to see if the cookie is set, and then from there determine if the cookie was stored or not.
the js code is here: http://techpatterns.com/downloads/javascript_check_cookies.php
here is the php way.
splash.php
<?php
setcookie("test", "test", time()+3600);
header("Location: check.php");
?>
check.php
<?php
if (isset($_COOKIE['test'])) {
setcookie("test", "", time()-3600);
header("Location: main.php");
} else {
header("Location: nocookies.php");
}
?>