[NumLock]

Код:

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  IdBaseComponent, IdComponent, IdTCPConnection, IdTCPClient, IdHTTP,
  StdCtrls;

type
  TForm1 = class(TForm)
    Button3: TButton;
    Memo1: TMemo;
    IdHTTP1: TIdHTTP;
    procedure Button3Click(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.Button3Click(Sender: TObject);
begin
  IdHTTP1.Get('http://ya.ru/');
  IdHTTP1.Response.RawHeaders.Extract('Set-Cookie', Memo1.Lines);
end;

end.