How do you set up use HttpOnly cookies in PHP

For PHP's own session cookies on Apache:
add this to your Apache configuration or .htaccess

<IfModule php5_module>
    php_flag session.cookie_httponly on
</IfModule>

This can also be set within a script, as long as it is called before session_start().

ini_set( 'session.cookie_httponly', 1 );

• For your cookies, see this answer.
• For PHP's own session cookie (PHPSESSID, by default), see @richie's answer

The setcookie() and setrawcookie() functions, introduced the boolean httponly parameter, back in the dark ages of PHP 5.2.0, making this nice and easy. Simply set the 7th parameter to true, as per the syntax

Function syntax simplified for brevity

setcookie(    $name, $value, $expire, $path, $domain, $secure, $httponly )
setrawcookie( $name, $value, $expire, $path, $domain, $secure, $httponly )

In PHP < 8, specify NULL for parameters you wish to remain as default.

In PHP >= 8 you can benefit from using named parameters. See this question about named params.

setcookie( $name, $value, httponly:true )

It is also possible using the older, lower-level header() function:

header( "Set-Cookie: name=value; HttpOnly" );

You may also want to consider if you should be setting the Secure parameter.