Varnish features a host of modules that provide extra functionality that is not present in the standard installation. These features can be found in the VMODs directory. In order to install any of these modules, Varnish and the module will have to be compiled from source.
In this article, we install the Cookie module that parses the cookie string and deploys it for caching. The article has provided a step-by-step procedure to take you through the installation process. Use the command-line prompts featured in the article to configure and execute the files necessary for the Cookie module installation.