CR-4575 OPENIG-308 Fix documentation & examples using exchange.session

This patch removes arbitrary use of exchange.session,
but also shows using JwtSession where it could make sense,
as in the federation tutorial.

git-svn-id: https://svn.forgerock.org/openig/trunk@581 dbb9e58e-28e6-4ce0-90e8-f11d9605b710