WebAPI on its own is RESTful. REST by design is stateless. By adding session (or anything else of that kind) you are making it stateful and defeating any purpose of having a RESTful API.
"The whole idea of RESTful service is that every resource is uniquely addressable using a universal syntax for use in hypermedia links and each HTTP request should carry enough information by itself for its recipient to process it to be in complete harmony with the stateless nature of HTTP". With that said,you can hack around with one of the following ways:
https://forums.asp.net/t/1780385.aspx
And better discussed and described:
https://stackoverflow.com/questions/9594229/accessing-session-using-asp-net-web-api