Normally they're displayed in the same interface with session itself. However, it must be noted that saved sessions would have its information displayed like the example in this picture:
It must be noted that the saved session contains "Session Name", "Date Saved" and "Time Played" in the information panel located on the left part of main interface. Another thing that differs saved sessions from the original session asset itself is that saved sessions are always placed on the rightmost section after the original sessions itself like this one:
The rightmost 3 are saved sessions from Milwaukee Road Avery-Drexel route.
When you have the opportunity to name saved sessions be sure to consider the name carefully. Something meaningful that will help ID it as a session of a particular route.