Load a session using any of the following options.
File menu
Open Session...
open a previously saved session from file ( *.cvm )
Or click on the Open Session icon on the standard toolbar.

Or use the shortcut:
+
Open session
If you have a limit of 1 session to be open at a time, any open session will be closed first, otherwise you can open multiple sessions at a time.
Save a session using any of the following options.
File menu
Save Session...
saves all the session data to a file ( *.cvm ), prompting for a file name if necessary
File menu
Save As...
saves the session to a new file
Or click on the Save Session icon on the standard toolbar.

Or use the shortcut:
+
Save session
Unlike exports, there are no options here, as all session data is saved.