In your Query under Globals / $_Cookie set your Cookie name by adding a variable with the name you require. Then you can select this Cookie to filter by in your Conditions area.
You can also set further Cookies by adding the Cookie Manager to your page and entering variable names to assign to Cookies, for instance setting a Cookie on click using a binding from within a returned data set for example, you would create the new Variable and give it a name, then select it’s value from, lets say, a Repeat or just a result from a query, then filter via this Cookie Variable in your Server Connect Action as required for the next query etc. So on and so fourth.