Moving the copilot-sdk cookbook content in here

cookbook/copilot-sdk/python/recipe/multiple_sessions.py

@@ -0,0 +1,35 @@
+#!/usr/bin/env python3
+
+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")
+
+print("Created 3 independent sessions")
+
+# 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")
+
+print("Sent initial context to all sessions")
+
+# 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?")
+
+print("Sent follow-up questions to each session")
+
+# Clean up all sessions
+session1.destroy()
+session2.destroy()
+session3.destroy()
+client.stop()
+
+print("All sessions destroyed successfully")