I don't know how to use a cookie on ZAP for scanning a website, what I do is right click on the domain Attack>Active Scan Subtree
.
I have tried that after doing a request to the website with a valid cookie (I was logged), in case ZAP takes the last cookie, but apparently it doesn't, so the result is that I have scanned just the login, not the I could have accessed when logged.
Thank you very much.
I found what I needed, a context, doesn't work providing a cookie (which I would like too) but with the login credentials
https://github.com/zaproxy/zap-core-help/wiki/HelpStartConceptsAuthentication#formBased