How Session Works in .NET?

Question

I know that ASP.NET have 3 type of Session Management. Suppose If I have cookiless session.How the Server identify each client request and serve to current client values. I know that Each Session have unique Session ID. But How the Server Identify that current reuest is from the which Browser/Client. Bcs the HTTP is stateless protocall. Then How the session Works? -Mani