Hi Prasunjeet,
ASP.NET session state supports several different storage options for session data.
- InProc mode, which stores session state in memory on the Web server. This is the default.
- StateServer mode, which stores session state in a separate process called the ASP.NET state service. This ensures that session state is preserved if the Web application is restarted and also makes session state available to multiple Web servers in a Web farm.
- SQLServer mode, stores session state in a SQL Server database. This ensures that session state is preserved if the Web application is restarted and also makes session state available to multiple Web servers in a Web farm.
- Custom mode, which enables you to specify a custom storage provider.
- Off mode, which disables session state.
Based on your requirement you can chose from the above mode.
ASP.Net framework inserts a unique id to the URL, you can check this by disabling the cookie or by setting the cookieless attribute to true.
If you specify cookieless="true" then ASP.Net maintains cookieless session state by automatically inserting a unique session ID into the page's URL.
For more details refer below link.
https://msdn.microsoft.com/en-us/library/ms178581(v=vs.140).aspx