Add doc on cookies authentication

Author: leszekhanusz

docs/transports/aiohttp.rst

@@ -12,4 +12,39 @@ This transport uses the `aiohttp`_ library and allows you to send GraphQL querie
 
 .. literalinclude:: ../code_examples/aiohttp_async.py
 
+Authentication
+--------------
+
+There are multiple ways to authenticate depending on the server configuration.
+
+1. Using HTTP Headers
+
+.. code-block:: python
+
+    transport = AIOHTTPTransport(
+        url='https://SERVER_URL:SERVER_PORT/graphql',
+        headers={'Authorization': 'token'}
+    )
+
+2. Using HTTP Cookies
+
+You can manually set the cookies which will be sent with each connection:
+
+.. code-block:: python
+
+    transport = AIOHTTPTransport(url=url, cookies={"cookie1": "val1"})
+
+Or you can use a cookie jar to save cookies set from the backend and reuse them later.
+
+In some cases, the server will set some connection cookies after a successful login mutation
+and you can save these cookies in a cookie jar to reuse them in a following connection
+(See `issue 197`_):
+
+.. code-block:: python
+
+    jar = aiohttp.CookieJar()
+    transport = AIOHTTPTransport(url=url, client_session_args={'cookie_jar': jar})
+
+
 .. _aiohttp: https://docs.aiohttp.org
+.. _issue 197: https://github.com/graphql-python/gql/issues/197