You can use the webapp.Response.set_cookie () method:
import datetime
self.response.set_cookie('name', 'value', expires=datetime.datetime.now(), path='/', domain='example.com')
The formatting of dates for cookies looks something like this:
print (datetime.datetime.now() + datetime.timedelta(weeks=4)).strftime('%a, %d %b %Y %H:%M:%S GMT')