The session is the equlvalent of a process on a single computer. A session is a set of user interactions with the web that accomplish a single goal. For instance, the user might check the weather by looking at several pages, and possibly filling out a form or two.
Each interaction with a server results in the execution of a program on the server, and possibly on a database server. The programs can only communicate through a common database, or through information passed up to the browser and back down, in forms or URLs.