How does power query work with response headers to use Set-Cookies

Hi Team 

Does anyone have a fair understanding of how power query works with response headers. I'm trying to get through the cookies process and have been having a difficult time in doing so. No one seems to have done this in past and it is unclear if power query works with cookies. One of the old posts dated back in 2018 mentioned it does not, but I'm trying to figure out if things have changed. 

I'm trying to use set-cookies but not sure how it works. Example code from other language:

function(err, res, body){

                                                                console.log("Cookies:---->", JSON.stringify(res.headers["set-cookie"])) // This just a print to see cookies.

                                                                cookie = res.headers["set-cookie"];

I want use set-cookies in my below code:

let

headersForCookie = [ //#"Host"= "abc.domian.com",
#"Authorization"= "Bearer "&Access_Token("password","token","code")[access_token]
],

Source = Web.Contents("https://abc.domian.com/api/cookie",[Headers=headersForCookie] ),
convertasJson = Json.Document(Source)

in
convertasJson

Appreciate any response.