The burning of a multisession disc is performed automatically when the data disc is being recorded (multisession for DVD-video discs is not supported).
When you insert a multisession disc, the program will suggest you creating a new session, if the disc is rewriteable; otherwise the new session will be created automatically. If you decide not to create the session, then the rewriteable disc will be erased before recording.
While writing on a clean disc, the first session will be created automatically; this session can be continued afterwards (if the option "Close the disc" is not chosen).