Set cookie using GET variable

Just check if the variable is set, using the code from your link:

add_action( 'init', 'set_agent_cookie' );

function set_agent_cookie() {
    if (isset($_GET['code'])) {
      $name="agent";
      $id = $_GET['code'];    
       setcookie( $name, $id, time() + 3600, "https://wordpress.stackexchange.com/", COOKIE_DOMAIN );
    }
}