You can just add that to the template you are using. You can either find a solution by googling "cookie warning", or create your own. That is simply a message that you add to the page and close once someone acknowledges consent.
We don't have anything built in for this, but it should be easy enough to add using the documentation of any existing solution like:
https://www.cookiebot.com/en/cookie-consent-banner/ (this is just one, there are dozens to choose from if you search the web)