Moving the copilot-sdk cookbook content in here

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

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+# Working with Multiple Sessions
+
+Manage multiple independent conversations simultaneously.
+
+> **Runnable example:** [recipe/multiple_sessions.py](recipe/multiple_sessions.py)
+>
+> ```bash
+> cd recipe && pip install -r requirements.txt
+> python multiple_sessions.py
+> ```
+
+## Example scenario
+
+You need to run multiple conversations in parallel, each with its own context and history.
+
+## Python
+
+```python
+from copilot import CopilotClient
+
+client = CopilotClient()
+client.start()
+
+# Create multiple independent sessions
+session1 = client.create_session(model="gpt-5")
+session2 = client.create_session(model="gpt-5")
+session3 = client.create_session(model="claude-sonnet-4.5")
+
+# Each session maintains its own conversation history
+session1.send(prompt="You are helping with a Python project")
+session2.send(prompt="You are helping with a TypeScript project")
+session3.send(prompt="You are helping with a Go project")
+
+# Follow-up messages stay in their respective contexts
+session1.send(prompt="How do I create a virtual environment?")
+session2.send(prompt="How do I set up tsconfig?")
+session3.send(prompt="How do I initialize a module?")
+
+# Clean up all sessions
+session1.destroy()
+session2.destroy()
+session3.destroy()
+client.stop()
+```
+
+## Custom session IDs
+
+Use custom IDs for easier tracking:
+
+```python
+session = client.create_session(
+    session_id="user-123-chat",
+    model="gpt-5"
+)
+
+print(session.session_id)  # "user-123-chat"
+```
+
+## Listing sessions
+
+```python
+sessions = client.list_sessions()
+for session_info in sessions:
+    print(f"Session: {session_info['sessionId']}")
+```
+
+## Deleting sessions
+
+```python
+# Delete a specific session
+client.delete_session("user-123-chat")
+```
+
+## 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