We don’t have a tutorial for everything, but the basics are covered (BP and C++) in my Compendium:
This also covers Session stuff in C++ if you follow the mentioned link to the Wiki.
The Wiki entry might be a bit outdated though, so it could be that the code does not compile or similar,
but someone who wants to create Multiplayer Session stuff in C++ should be able to fix those.
The base logic and idea of how to manage sessions stays the same.