Adding a popup would require some php code or a plugin. Alternatively, you can add a banner at the top of the page for new users right from the admin panel:
Go to the administration center and click on the users tab. You will then see an option that says "Notice at top for first time visitors". Click it and type your cookies disclaimer there. Now new visitors will get your cookie disclaimer. The popup will stay until the user closes it and acknowledges the message.
I hope this helped!