A session is all of the tracks, regions, automation settings, and everything else that goes along with one "file" saved by the DAW software. Some software DAWs manage to hide the entire session within one file, but others instead create a new directory to hold the regions and other data.

Typically, one session is used to hold an entire recording session; it is broken up into individual songs or movements after recording. Sometimes, as in the tutorial examples with the Musicians' Guide, one session holds only one song or movement. There is no strict rule as to how much music should be held within one session, so your personal preference can determine what you do here.