how to do a sessions list? i mean that players can directly select one session and join it on the list

Through an online database server. Every server of your game that was created has to register its session name and ip address in the database of the database server.
If clients are searching for servers, they contact the database server which sends them the list of all running servers.

The best would be to use an mysql server and do the transfer between the mysql server and your game server/clients through http/php.

Http is supported by Gamestudio Professional, GSTNet and ANet.

EDIT: If you want you can try out the ANet demo (it's free) and the new internet server list template: http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=352322#Post352322

It gives you everything you need and no knowledge about sql and php is required.

thx alot, but i do not think a really lan game use this way to create sessions list

No as I said this is an internet server list. For LAN games you do it in a different way. If the client is searching for servers you have to send an UDP broadcast. All opened servers answer with a packet that contains the session name, map, number of players,...

--> You get a list of all servers in your LAN.

ANet again gives you functions to do this. It also has a ready to use template for a LAN server list.

thx very very much