Such a cookie can be either a single line in Netscape / Mozilla format or just regular HTTP-style header (Set-Cookie: ...) format. This will also enable the cookie engine. This adds that single cookie to the internal cookie store.
Exercise caution if you are using this option and multiple transfers may occur. If you use the Set-Cookie format and don't specify a domain then the cookie is sent for any domain (even after redirects are followed) and cannot be modified by a server-set cookie. If a server sets a cookie of the same name (or maybe you've imported one) then both will be sent on a future transfer to that server, likely not what you intended. To address these issues set a domain in Set-Cookie (doing that will include sub-domains) or use the Netscape format as shown in EXAMPLE.
Additionally, there are commands available that perform actions if you pass in these exact strings: