There are a few ways to swap sessions. If you can stop and interact with the UI, you can use the top-level Sessions menu. This is divided into three sections. The first two, are commands for editing or managing sessions. The bottom part of the menu lists all of the currently defined sessions with a checkbox next to the selected one. Just pick the menu item for the session you want to load.
If you want to do this from a footswitch with a MIDI binding, you would write a script that uses the LoadSession script function. This function takes an argument that is the session name.
LoadSession("My Session Name")
Something I can imagine being handy is functions NextSession and PrevSession that allow you to scroll through them with two switches similar to the way bank selectors work with hardware.