setting and reading cookies is outside the scope of wicket, this is j2ee territory. wicket forwards all your cookie requests to the underlying httpservletrequest so if something is not working it is likely some bug on your side.
if you have a project that demonstrates the problem maybe someone will look into it.
looking into your "cookie-project.rar", there cookies are written and read just fine when the code actually executes, eg WicketApplication:65 and 66 produce the following output:
email = test
password = test
if you change your homepage to extend authenticatedpage so the code actually has a chance to execute.