Two ways:
The cookie variable will be set up in subsequent php request. They are automatically set so say you set a cookie called "myvar", try setting it and then in another script just type echo $myvar; .. you should get the value of that cookie. The other way is there is an array (if you have track_vars on in php.ini or are running >= 4.0.3 of php) called HTTP_COOKIE_VARS which has all of the cookies. Try:
foreach($HTTP_COOKIE_VARS AS $key => $value) {
echo "Cookie named $key has value $value<br>";
}
And you should get all of em! Hope that helps.
Chris King