Secure an ASP.NET Core Blazor Web App with Microsoft Entra ID

I've checked out Microsofts Secure an ASP.NET Core Blazor Web App with Microsoft Entra ID example / GitHub

In program.cs authentication is configured as follows.

builder.Services.AddAuthentication(OpenIdConnectDefaults.AuthenticationScheme)    .AddMicrosoftIdentityWebApp(builder.Configuration.GetSection("AzureAd"));builder.Services.AddAuthorization();

If I log in and click on the weather button a cookie is attached to the request.

I don't understand where that cookie is coming from. I built a blazor web app from scratch with basically the same configuration but I can't get the authentication to work. I can't find any documentation either. How does this example work?