Your help will be greatly appreciated,
Apart from that link, here's some basic information. An HTTP response header is part of an HTTP response, which will be sent by your server in response to an HTTP request.
So I'm a bit confused by your post. First... you're writing a web application. So that would be the server part of the client-server relationship, right? But then... you need to receive a cookie in a Swing controller. That sounds a lot like the client part.