Moving the copilot-sdk cookbook content in here

cookbook/copilot-sdk/go/multiple-sessions.md

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+# Working with Multiple Sessions
+
+Manage multiple independent conversations simultaneously.
+
+> **Runnable example:** [recipe/multiple-sessions.go](recipe/multiple-sessions.go)
+>
+> ```bash
+> go run recipe/multiple-sessions.go
+> ```
+
+## Example scenario
+
+You need to run multiple conversations in parallel, each with its own context and history.
+
+## Go
+
+```go
+package main
+
+import (
+    "fmt"
+    "log"
+    "github.com/github/copilot-sdk/go"
+)
+
+func main() {
+    client := copilot.NewClient()
+
+    if err := client.Start(); err != nil {
+        log.Fatal(err)
+    }
+    defer client.Stop()
+
+    // Create multiple independent sessions
+    session1, err := client.CreateSession(copilot.SessionConfig{Model: "gpt-5"})
+    if err != nil {
+        log.Fatal(err)
+    }
+    defer session1.Destroy()
+
+    session2, err := client.CreateSession(copilot.SessionConfig{Model: "gpt-5"})
+    if err != nil {
+        log.Fatal(err)
+    }
+    defer session2.Destroy()
+
+    session3, err := client.CreateSession(copilot.SessionConfig{Model: "claude-sonnet-4.5"})
+    if err != nil {
+        log.Fatal(err)
+    }
+    defer session3.Destroy()
+
+    // Each session maintains its own conversation history
+    session1.Send(copilot.MessageOptions{Prompt: "You are helping with a Python project"})
+    session2.Send(copilot.MessageOptions{Prompt: "You are helping with a TypeScript project"})
+    session3.Send(copilot.MessageOptions{Prompt: "You are helping with a Go project"})
+
+    // Follow-up messages stay in their respective contexts
+    session1.Send(copilot.MessageOptions{Prompt: "How do I create a virtual environment?"})
+    session2.Send(copilot.MessageOptions{Prompt: "How do I set up tsconfig?"})
+    session3.Send(copilot.MessageOptions{Prompt: "How do I initialize a module?"})
+}
+```
+
+## Custom session IDs
+
+Use custom IDs for easier tracking:
+
+```go
+session, err := client.CreateSession(copilot.SessionConfig{
+    SessionID: "user-123-chat",
+    Model:     "gpt-5",
+})
+if err != nil {
+    log.Fatal(err)
+}
+
+fmt.Println(session.SessionID) // "user-123-chat"
+```
+
+## Listing sessions
+
+```go
+sessions, err := client.ListSessions()
+if err != nil {
+    log.Fatal(err)
+}
+
+for _, sessionInfo := range sessions {
+    fmt.Printf("Session: %s\n", sessionInfo.SessionID)
+}
+```
+
+## Deleting sessions
+
+```go
+// Delete a specific session
+if err := client.DeleteSession("user-123-chat"); err != nil {
+    log.Printf("Failed to delete session: %v", err)
+}
+```
+
+## Use cases
+
+- **Multi-user applications**: One session per user
+- **Multi-task workflows**: Separate sessions for different tasks
+- **A/B testing**: Compare responses from different models