It looks like you can either create an HTTP::Cookies object and pass it to the user agent object:

  require HTTP::Cookies;
  my $cookie_jar = HTTP::Cookies->new(
      file => 'cookies.txt,
  );
$ua->cookie_jar( $cookie_jar );
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or default to a temporary in-memory cookie jar with

  $ua->cookie_jar( {} );
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See HTTP::Cookies and LWP::UserAgent for more details.