Session Object

Question

Hi Everybody, Please can somebody tell me what is session object and how we handle it in windows form application. If you please give me some example of session object related to windows form that will be really helpful to me. What are the related function to session object.When Some body login to the software. then all those actions that he performed should be saved somewhere in system just like log files. Actually i have to use it for my project. Waiting for your reply.
                                Thanks
                                                Zeb-ur-Rehman