It depends on what you wish to achieve. Under the ComponentSpace.Saml2.Session namespace there's the ISsoSessionStore interface which defines the methods for storing and retrieving SAML session state.
We include a default DistributedSsoSessionStore implementation which stores the SAML session state in an IDistributedCache and is keyed by a saml-session cookie. The IDistributedCache can be in-memory, an SQL database, or Redis cache.
We also have an AspNetSsoSessionStore that stores the SAML session state in the ASP.NET session and a CookieSsoSessionStore which stores the SAML session state securely as the saml-session cookie value.
The Developer Guide, which is in the documentation folder and also available online, includes a section on ISsoSessionStore and the various implementations we include.https://www.componentspace.com/Forums/8235/Developer-Guide