How to exclude the cookie PHPSESSID from the cache

Hello,
due to a cache issue with a plugin on our website, the plugin documentation suggests doing the following:

If users are getting the message “We were unable to request application access permissions.” on app authentication, there’s a possible cache issue with your site / server. If you have a Varnish Cache or Cache plugin installed on your site / server, please try excluding the following cookie from the cache: PHPSESSID

We ask if your W3 Total cache plugin is able to cope with this problem and possibly if you can technically assist us in the execution.

Thank you.