The Session Object can be used to keep database connections and much more. The VBWeb documentation describes how to use Cookies. It returns the IP address of the visitor. With it, you store data in a table that is indexed by the visitor's IP address. The solution is in cookies.
Cookies are values stored by the visitor's browser at the instruction of the web server.
The web server gets the stored value back with each request from the visitor. Despite what you may have heard, cookies are safe. Only the web server that instructs a browser to store a value can get that value back. InterDev looks for that Session ID cookie with every request. If no Session ID is found, then InterDev picks an available Session ID, tells the browser to keep it, and then it starts a new Session Object for that visitor.