Cookies are set using the Set-Cookie header field, sent in an HTTP response from the web server. This header field instructs the web browser to store the cookie and send it back in future requests to the server (the browser will ignore this header field if it does not support cookies or has disabled cookies).
What does it mean cookies are set?
For cookies, baking until just set means that the edges of the cookie should be slightly firm or dry to the touch and the top of the cookie should no longer look wet. In other words, it shouldn't still feel like raw cookie dough if you gently touch it with your finger.
Are cookies set automatically?
Cookies are usually set by a web-server using the response Set-Cookie HTTP-header. Then, the browser automatically adds them to (almost) every request to the same domain using the Cookie HTTP-header.