Just install the package of DE and switch to it through the login page (display manager).
Fedora do provide a "group" of packages to install COSMIC Desktop. To install it:
sudo dnf install @cosmic-desktop
And now you should be able to select it on login.
Fedora KDE uses SDDM as login/display manager. I've never used it so I don't know where to click to switch DE, but maybe it should be the "Other" button.
Fedora Workstation uses GDM (Gnome Display Manager). To switch DE click the cogwheel in the bottom-right corner.
Edit:
By reading the official Fedora documentation I've found out that there are "special groups" named "environments".
To list all of them:
dnf environment list --available | grep -i desktop
So to install COSMIC:
sudo dnf install @cosmic-desktop-environment
I don't know what's the difference, but this is what the official documentation says.
Edit 2:
By doing:
dnf environment info cosmic-desktop-environment
It's clear that "environment"s are groups of groups of packages. So it could include stuff you don't need, like libreoffice group.