A session is created when you log into a web service and it authenticates you as a user. Such a session can last for any period of time, which - in our case - is typically determined by the payroll system you are connecting with. While the session is still active, the data can be refreshed automatically.
For security purposes, sessions usually have a limited lifespan after which the session tokens expire. To renew the session, a user is required to authenticate again with the payroll provider.