No, you do not need to know code in order to use Security Assist.
Sessions refers to the clients browsing session.
When a user visits your site, they start a Browsing Session. The Session ID is stored in a cookie on the browser to identify that particular user to the server.
Session variables are a way to store information that is unique to each visitor to your site.
By default Security Assist stores the Primary Key Column from your users table to a session variable when a user logs in.
If you edit the Authenticate user behavior, and go to the Sessions tab, you can select other columns to store to a session variable when the user logs in.
What you are asking about is called "User Level Authentication"
see this PDF Tutorial for details on implementing User Level authentication using Security Assist: