Yes it can be done, and I hope you don't expect a walk through.

If you want to know "If you wanted to make it so that you coded this into a website and when someone visited it, it took their cookies what and it sent the grabbe cookies to an email address woul the code look like", I suggest learning how to write PHP scripts or paying a professional to write it for you.

If you plan on utilizing such vulnerabilities, I expect you'll want to read about XSS, javascript, HTML, and the HTTP protocol.
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