The HTTP cookie manager stores and sends cookies like a web browser does. Each JMeter thread gets its own session, it will prevent users' sessions overlapping from one another. JMeter also provides a way to add user-defined cookie values to a test plan.
You would require HTTP Cookie Manager to run Login related scenarios.
Step 1: Start JMeter
Step 2: Right click on your test plan and go to Add -> Config Element -> HTTP Cookie Manager
Step 3: Select HTTP Cookie Manager from Left Pane.
Step 4: There are several self explanatory options
a. Clear cookie each iteration?
c. User-Defined Cookie: To add or delete use button at bottom of screen. You can also load it from some external source