When you save session
Click "Save & Make Batch File"
Click "OK", you'll get batch file created, and you can run it in command line, like this:
Or click "Create & Schedule Task", you can run this batch file at a specific time and/or at a certain time every day. See this for detail: Schedule Task.
session: The session file name. sql: Sql file to execute. logfile: The log file name.