Here the Q is not clear properly. More details r required. i.e. what os and what is the web and other related SW. If possible supply actual scenario, that helps to provide more correct answers.
Though I am trying to provide some information, that may help u. Session is related with any web application. Session basically allows to store some data between requests. That data is tied to an ID that gets passed between the browser and server in every request, using a cookie, in the URL or in GET/POST parameters. If I am not wrong (just guessing) u r asking for PHP sessions is files…. or Managing Users with PHP Sessions and MySQL is it ! !
There is also a mechanism called “mysql session save handler for php”.