Learning ASP.Net and Sessions

I am trying to wrap my head around Session variables and ASP. I have a strong working knowledge of PHP and I am trying to get someone to relate it to how sessions work there.

So if I wanted to build a PHP login page I could ask them for username and pass and authenticate them against a database and create some cookies using their username and other values etc. I could then check to make sure those values are there on every page that I want and if they aren't redirect them back to either home or login page. I could also destroy those variables upon logout.

Can ASP do the same? If so where do I add the redirect code and how would I initially set the Sessions?

Thank you.