Raj
The container will automatically track session information for you, all you need to do is tell it to create the session and what data to track. If you are are using cookies (if cookies are enabled on the client) the there is nothing eles you need to do except manipulate the data. If cookies are disabled then you'll need to use url rewriting to add the session id to any urls you are going to pass to the browser. Here are a few of the methods you'll need to look at:
HttpServletRequest.getSession(boolean create)
HttpSession.setAttribute(
String name, Object value)
HttpSession.getAttribute(String name)
HttpServletResponse.encodeURL(String url)
Hope that all helps, if you are looking for more concrete examples, post a more specific question and we'll help you out.
Dave