This is simple, cookies can be accessed as dictionary values, and that would look something like this
s.cookies['cookie_name'] = '25'
s.cookies['cookie2'] = '25'
Here is a little demo:
>>> import requests
>>> from urllib.parse import urlparse
>>> url = 'http://httpbin.org/cookies'
>>> s = requests.Session()
>>> s.headers.update({
... 'Origin':urlparse(url).netloc,
... 'Referer':url
... })
>>> r = s.get(url)
>>> s.cookies['cookie1'] = '25'
>>> s.cookies['cookie2'] = '25'
>>> r = s.get(url, headers={'X-Requested-With':'XMLHttpRequest'})
>>> print(r.text)
{"cookies": {"cookie1": "25", "cookie2": "25"}}