Using <sessionState> tag
This tag can be used to specify, were we are storing the session. This can be specified in the mode attribute. Supported values mode are Off, InProc, StateServer and SqlServer. InProc indicates that, session states is stored locally. StateServer indicates that session state is stored on a remote server and sqlserver can be used to indicate that the session state is stored on a sql server.
<sessionState mode="Inproc" cookieless="true" timeout="20">