Use the extended SetCookieExt() function to set path and domain:
&SetCookieExt($name, $value, $expire, $path, $domain, $secure);
Parameters:
Examples:
# Cookie for entire site
&SetCookieExt("user", $id, "30d", "/", "", 0);
# Cookie for /admin/ section only
&SetCookieExt("admin", $token, "1h", "/admin/", "", 1);
# Cookie for all subdomains
&SetCookieExt("session", $data, "1d", "/", ".example.com", 0);