1. Go to evenium.com 
2. Click My Events
3. Click the name of the event under the I organize section
4. Go to the Configuration tab located on the purple tab
5. Click Registration Form
6. Under the Your Questions section, click on Add a Question
7. Click Session (Workshops, Dinner,...)

You have many different options to create the session registration question. You can select one or multiple sessions, force participants to choose one or many sessions, only for specific tickets,...