Load a session using any of the following options.
 File menu
 File menu  Open Session...
 Open Session...   open a previously saved session from file ( *.pvm )
 open a previously saved session from file ( *.pvm ) 
Or click on the Open Session icon on the standard toolbar.
 
Or use the shortcut:
 +
 +  Open session
  Open session
If you have a limit of one 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
 File menu  Save Session...
 Save Session...   saves all the session data to a file ( *.pvm ), prompting for a file name if necessary
 saves all the session data to a file ( *.pvm ), prompting for a file name if necessary 
 File menu
 File menu  Save As...
 Save As...   saves the session to a new file
 saves the session to a new file 
Or click on the Save Session icon on the standard toolbar.
 
Or use the shortcut:
 +
 +  Save session
  Save session
Unlike exports, there are no options here, as all the session data is saved.