Database segmentations can't use browser cookies for filtering people, just the person, company, SFDC attributes and few custom filters like campaign, SL, list, program membership, etc. are available to filter people on. You can use segmentations in the Marketo LP to dynamically serve content based on the attributes of a known and cookied person present in the Marketo though.
Well, database segmentations are different from the web personalization segments, former's created in the database section, while the latter is created in the web personalization section, they serve the different purposes too.
You would use the web personalization segments in the web campaigns. I would suggest you to go through the web segments in the product documentation here. The RTP JS deployed on the page determines the correct web segments a person belongs to.
It would be possible to do this using a webhook — populate a field on the lead based on whether they have at least one Munchkin cookie associated with their lead, then segment on that field.
But I question the usefulness of this segmentation. It would broadly cut your database into (1) people who have ever had an associated cookie vs. (2) those who only have anonymous sessions or have always blocked cookies. What is your intended use for this segmentation?