I just noticed that this nice console shortcut is mentioned only in one single place in the docs, quite brief and not necessary the most logic one:

"To use database sessions, run the app/Config/Schema/sessions.php schema using the cake shell command: cake schema create Sessions"

http://book.cakephp.org/2.0/en/development/configuration.html#cakephp-core-configuration

May be it would make sense to move the whole session schema generation stuff into http://book.cakephp.org/2.0/en/console-and-shells/schema-management-and-migrations.html or a similiar page and link from the configuration to that new paragraph?