Not everyone may know this, and it may not be obvious. Once you have a .Win account on one sub, you can use the same account on all .Win subs.
If you have an account on one .Win sub, just log-in with the same log-in info on another .Win sub. You don't have to make an account more than once.
I know it is weird that (as far I know) you are not automatically logged-in on other .Win subs when logged-in on one of them. In a sense they are basically websites of their own while also being able to share accounts some how.
EDIT: Ofcourse you should make sure you only do this with Official .Win subs, which you can find a list of here.
They're on different domains, so the cookies aren't shared. This makes sense, in general you wouldn't want one website to be able to access the cookies for another, so browsers don't allow that. On Reddit everything's under 'reddit.com'.