Javascript document.cookie always empty string
HttpOnly cookies cannot be accessed from Javascript and session cookies are usually set as HttpOnly cookies. See also this StackOverflow question: How to read a secure cookie using JavaScript
So... check whether the cookie you want to read has the 'HttpOnly' flag set... If so, you know the culprit. It's not a bug, it's a feature!
You can't set cookies by the look of things if its not running in a web server.
file:///C:/Users/me/Desktop/demo/demo.html
however:
http://localhost/demo/demo.html
works.