Hi Markus,
Yes, you can set and read cookies by adding/accessing the appropriately named and formatted HTTP headers.
Details:
WebSocket++ allows clients to set arbitrary HTTP headers on outgoing connections via connection::replace_header, connection::append_header, and connection::remove_header. Servers can set server to client cookies by using the same functions in the validate handler (note that the header name for server-to-client is "Set-Cookie" rather than just "Cookie").
Cookies can be read by using the connection::get_request_header function. For servers this is available in the validate and later handlers. In the validate handler cookies can be read and used to decide whether to accept or reject the connection. In both servers and clients this function is also available in the open handler for reading to perform post-connection authentication, session management, etc
Best,
Peter