It is currently not possible to check websites which place a cookie on initial visit. It would be nice to have an option to enable cookies.
What do you mean by that ? if you want the check to be able to fill out arbitrary form and submit them to authenticate, then store the session cookie and use it to check another page, this is never going to happen in updown.io. If what you mean is being able to send a custom Cookie header with the check request, this is going to be added soon (custom headers).