Tina, the interviewer might be asking about SFSBs use in comparison to HttpSession to store some state across various web pages/connections or its use for non-web clients.
A non-web client will just depend on SFSB to maintain the state of say class variables across diff. method calls to SFSBs, while a web client can use Sateless Session Beans and store the returned data in HttpSession to maintain state.
If a web client uses SFSBs then he/she needs to synchronize the session timeout period of SFSBs in EJB container with the session timeout period of HttpSession.
I found this link, might be helpful to you.
http://www.jguru.com/faq/view.jsp?EID=1082544