Имеется нечто вроде:
CREATE TABLE session (
id INTEGER PRIMARY KEY AUTOINCREMENT,
...
);
CREATE TABLE session_event (
session INTEGER REFERENCES session (id),
...
);
INSERT INTO session (...) VALUES (...);
INSERT INTO session_event (session, ...) VALUES (last_insert_rowid(), ...), (last_insert_rowid(), ...), (last_insert_rowid(), ...);