You have to return the response after setting the cookie.
@app.route("https://stackoverflow.com/")
def index():
resp = make_response(render_template(...))
resp.set_cookie('somecookiename', 'I am cookie')
return resp
This way a cookie will be generated in your browser, but you can get this cookie in the next request.
@app.route('/get-cookie/')
def get_cookie():
username = request.cookies.get('somecookiename')