UIWebViewにCookieを設定する方法

[[NSHTTPCookieStorage sharedHTTPCookieStorage] setCookie:cookie]を使って設定することが出来ます。
引数に渡すcookieの生成方法などはサンプルを参照。

SetCookieSample

@implementation SetCookieSample

- (void)cookieSample:(NSString *)cookieName cookieValue:(NSString *)cookieValue cookieDomain:(NSString *)cookieDomain {
    NSHTTPCookie *cookie = [NSHTTPCookie cookieWithProperties:[NSDictionary dictionaryWithObjectsAndKeys:
            cookieName, NSHTTPCookieName,
            cookieValue, NSHTTPCookieValue,
            cookieDomain, NSHTTPCookieDomain,
            @"/", NSHTTPCookiePath,
            [NSDate distantFuture], NSHTTPCookieExpires,
            nil]];
    [[NSHTTPCookieStorage sharedHTTPCookieStorage] setCookie:cookie];
}

@end