It's not in 'Server Behaviors', it's in the 'Behaviors' panel.
Find the panel by choosing from the Dreamweaver Menu: Window > Behaviors (or Shift+F4) and click the plus button to select WA Cookies Toolkit.
Your friends over here at WebAssist! These Dreamweaver extensions will assist you in building unlimited, custom websites.
These out-of-the-box solutions provide you proven, tested applications that can be up and running now. Build a store, a gallery, or a web-based email solution.