How to get a list of cookies a website sets

So i am trying to understand a simple web application i saw last week. I wanna code a little application for myself where i can input a website url and get a list of all the cookies the website sets.

Similiar like this site http://www.cookie-checker.com/

How is this possible? What do i need to approach? I tried to use HTTP_Request but that doesnt' seem the right direction

$req = new HTTP_Request($url);
$req->setMethod(HTTP_REQUEST_METHOD_GET);
$req->sendRequest();
$cookies = $req->getResponseCookies();