How would I go about dropping a cookie on button click?

I'd like to drop a cookie on a button click to make th destination page only viewable to those who clicked them link, but I have no experience or understanding of how to drop cookies in the first place. Does anyone have a code snippet or can point me in the right direction as to where to start reading? What language wold this be done with, simple html, or a javascript? or what? thanks in advance.