From the documentation:
get cookie from response
url = 'http://example.com/some/cookie/setting/url'
r = requests.get(url)
r.cookies
{'example_cookie_name': 'example_cookie_value'}
give cookie back to server on subsequent request
url = 'http://httpbin.org/cookies'
cookies = dict(cookies_are='working')
r = requests.get(url, cookies=cookies)`