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The website (Wordpress) acts on http://example.com and sets cookies.
Will http://static.example.com be cookie-free?
Or http://static.example.com would be cookie-free only in case if the website acts on http://www.example.com?
Asked in another way: if the site acts on http://example.com, how to make http://static.example.com cookie-free?
If you create the subdomain static.example.com it will usually be an empty page or location where you can add any content you like. It will not contain wordpress or any cookies as long as you don't install anything there.
However, if you add a wp installation there it will add cookies.
If you don't want cookies you need to add the html/code yourself. Just remember that if you add i.e. Google analytics to your website page(s) you will get cookies as well.
You can (almost) point the subdomain anywhere you like. If that place uses cookies then the subdomain will too.
