I read the manual of sending request with cookie with postman:
As the packaged app runs in a sandbox separately from the browser, it can not access
I was having issues getting this working (on OSX). I'd followed the instructions provided by Postman, and the advice here, and cookies were still not being set.
However, the post above saying "So if you enable interceptor only in browser - it will not work" alerted me to the fact that the interceptor could be enabled in the browser as well as in Postman itself. I thought I'd try switching it on in the browser, to see if that helped, and it did. I then switched it off in the browser, and it still worked.
So, if you are having issues getting it working, I'd suggest trying switching it on in browser at least once, as, for me, this seemed to trigger it into life. I think you will still need it switch on in Postman too.
You can enable Interceptor in browser and in Postman separately. For send/recieve cookies you should enable Interceptor in Postman. So if you enable interceptor only in browser - it will not work. Actually you don't need enable Interceptor in browser at all - if you don't want to flood your postman history with unnecessary requests.