Flex, or more specifically, the Flash Player , does not use
cookies. You can use the ActionScript class, SharedObject, to save
some data between sessions on the user's computer. SharedObjects
are complete under the control of the user - if you right-click the
mouse over the Flash Player you can use the Settings dialog to
configure it. SharedObjects are pretty easy to use.
If you need to use real Cookies, then look at the
ExternalInterface API which will let your Flex application
handle the cookie work.