The cookies can't be read using the document object. So you need to read cookies outside the context of the browser as such. There is a SO thread which explains how to do the same
Retrieve ALL cookies from Internet Explorer
Below is the VBA code for reference from the answer
Option Explicit
Sub GetIECookies()
Dim sCookiesPath As String
Dim oCookies As Object
Dim oFSO As Object
Dim oFolder As Object
Dim oFile
Dim sContent As String
Dim a() As String
Dim i As Long
Dim aItems
Dim aCookies()
' read IE cookie files
sCookiesPath = CreateObject("shell.application").Namespace("shell:Cookies").self.Path
Set oCookies = CreateObject("Scripting.Dictionary")
Set oFSO = CreateObject("Scripting.FileSystemObject")
Set oFolder = oFSO.GetFolder(sCookiesPath)
For Each oFile In oFolder.Files
If LCase(oFSO.GetExtensionName(oFile.Name)) = "txt" Then
With oFile.OpenAsTextStream(1, 0) ' read-only, ascii
sContent = .ReadAll
.Close
End With
sContent = Replace(sContent, vbCr, "")
' split cookies within file
a = Split(sContent, vbLf & "*" & vbLf)
For i = 0 To UBound(a) - 1
oCookies.Add oCookies.Count, a(i)
Next
End If
Next
' parse data, repack to 2d array
aItems = oCookies.Items()
If UBound(aItems) = -1 Then
MsgBox "No cookies found"
Else
ReDim aCookies(1 To UBound(aItems) + 1, 1 To 6)
For i = 1 To UBound(aItems) + 1
a = Split(aItems(i - 1), vbLf)
aCookies(i, 1) = a(0)
aCookies(i, 2) = a(1)
aCookies(i, 3) = a(2)
aCookies(i, 4) = GetInetCookieFlags(a(3))
aCookies(i, 5) = ConvDT(a(4), a(5))
aCookies(i, 6) = ConvDT(a(6), a(7))
Next
' output
With ThisWorkbook.Sheets(1)
.Cells.Delete
.Range("A1:F1") = Array("Name", "Value", "Host/Path", "Flags", "Expiration", "Created")
Output .Range("A2"), aCookies
End With
End If
End Sub
Function ConvDT(sLowNTFmt As String, sHighNTFmt As String) As Date
Dim dNTFmt As Double
Dim dUnixFmt As Double
' FILETIME format is the number of 100 nanosecond ticks since 00:00 1 Jan, 1601 (UTC).
dNTFmt = sHighNTFmt * 4294967296# + sLowNTFmt
' Unix time format is the number of seconds since 00:00 1 Jan 1970
dUnixFmt = 0.0000001 * dNTFmt - 11644473600#
' VB time format is the number of days since 00:00 1 Jan 1900
ConvDT = CDate(dUnixFmt / 86400 + 25569)
End Function
Function GetInetCookieFlags(sFlags As String) As String
Dim lFlags As Long
Dim aFlag
' reset bit 32 to avoid overflow
If sFlags >= 2147483648# Then lFlags = CLng(sFlags - 2147483648#) Else lFlags = CLng(sFlags)
' convert flags bits to string representation
With CreateObject("Scripting.Dictionary")
For Each aFlag In Array( _
Array(&H1, "IS SECURE"), _
Array(&H2, "IS SESSION"), _
Array(&H10, "THIRD PARTY"), _
Array(&H20, "PROMPT REQUIRED"), _
Array(&H40, "EVALUATE P3P"), _
Array(&H80, "APPLY P3P"), _
Array(&H100, "P3P ENABLED"), _
Array(&H200, "IS RESTRICTED"), _
Array(&H400, "IE6"), _
Array(&H800, "IS LEGACY"), _
Array(&H1000, "NON SCRIPT"), _
Array(&H2000, "HTTPONLY"), _
Array(&H4000, "HOST ONLY"), _
Array(&H8000, "APPLY HOST ONLY"), _
Array(&H20000, "RESTRICTED ZONE"), _
Array(&H20000000, "ALL COOKIES"), _
Array(&H40000000, "NO CALLBACK"), _
Array(&H80000000, "ECTX 3RDPARTY") _
)
If lFlags And aFlag(0) Then .Add .Count, aFlag(1)
Next
GetInetCookieFlags = Join(.Items(), vbCrLf)
End With
End Function
Sub Output(oDstRng As Range, aCells As Variant)
With oDstRng
.Parent.Select
With .Resize( _
UBound(aCells, 1) - LBound(aCells, 1) + 1, _
UBound(aCells, 2) - LBound(aCells, 2) + 1 _
)
.NumberFormat = "@"
.Value = aCells
.Columns.AutoFit
End With
End With
End Sub
Of course you will need to port it to VC++ code if you want to use it there