Create documentation around cookies_session

[kjaymiller]

Until diving into the code, I wasn't sure how to persist the cookiecutter sessions throughout multiple test cases.

I've noticed larger packages that use this don't use cookies session which I think would increase the performance of their test suites.

It seems that there is no documentation that this feature exists or how to use it.

Also the doc string on that feature is the same as cookies. Th e assumption is that this feature was a copy/paste with some modifications.

I would like to add documentation around cookies session as well as update the docstring.