HTTP request with Cookies

Hi Guys,

I've created a webservice where a third party web application that can communicate with Ensemble via webservices to post and get data in from of JSON, first call is a post call to login with user/password and Ensemble responds with success or failure than the following get calls, but I've been advised that I also need to return a Cookie to control the exchange and the session for a specific user, I'm not familiar with Cookie so any suggestions, how can I create a an authentication cookie and do i need to add it to my next Get calls ?       

Thanks