Hi,
A session is a series of driver instructions (created in Surveyor) - you can edit all the driver instructions as the session runs...
It does require all the drivers/lcocmotives/consists to be present all the time....
A scenario is similar, but can be created so that the player is unable to edit any actions, i.e. must follow the planned actions by the creator.
it's also quite possible to create consists (at a trackmark) and remove them as required, so the load on the computer is less.
It is also possible to control all the points and signals in the scenario.
Sessions are created (as above) in Surveyor - for Scenarios, the easiest thing is to use SCS2006 (see Trainz Pro Routes website) - this works with 2009 as well (and possibly with 2010 - I've not tested it!)
HTH
Colin