doc: use Cookie in request.setHeader() examples

`Set-Cookie` is a response header, replace it with `Cookie`.

PR-URL: https://github.com/nodejs/node/pull/23707


Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Vse Mozhet Byt <vsemozhetbyt@gmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>