I want to clarify what wasn't in the video. The cookie's life span you create is a temporary one, as long as the window is open. You can specify an expiration date. Also the Browser automatically sends the cookie info back to the sever every time you make a call (as long it's the same domain of course).
Oh, and this is a one user session only. If you want multiple users, you'd have to create a session array on your server and cycle through it to see who is who.