[NumLock]

Код:

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

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