After you enter your name and password on a website, a cookie is stored on your computer. Your computer then sends information from that cookie to the website whenever you browse to another page on that site so that the site knows who you are.
How is information from the cookie sent? Does the browser append information from within the cookie to the html address?
The browser sends a HTTP (http://www.w3.org/Protocols/rfc2616/rfc2616.html) request, which includes the URL, the request method (GET, POST etc), cookies and a whole bunch of other stuff. Here's the request from my browser to this SO page:
GET /questions/2575970/how-are-cookies-sent-to-a-website HTTP/1.1
Host: stackoverflow.com
User-Agent: Mozilla/5.0 (Windows; U; Windows NT 6.1; en-GB; rv:1.9.2.3) Gecko/20100401 Firefox/3.6.3
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8
Accept-Language: en-gb,en;q=0.5
Accept-Encoding: gzip,deflate
Accept-Charset: ISO-8859-1,utf-8;q=0.7,*;q=0.7
Keep-Alive: 115
Connection: keep-alive
Cookie: __utma=140021253.1463780230058740000.12348924611.1279210754.1270438283.1398; __utmz=140222553.12686423964.1149.21...
If-Modified-Since: Sun, 04 Apr 2010 21:30:58 GMT
Note that the cookie doesn't normally contain the user name, just a index to a lookup table that's stored server-side.