If you launch a workload as a session, you will be connected to a JupyterLab server. A new browser tab will open when the session is ready for use.
You will be able to work interactively the same way you do on your local laptop, however notebook execution will take place on the remote machine.
Sessions are often useful when developing or debugging your notebook.
If you launch a workload as a job, your notebook will run from start to finish. You will be able to see the notebook output as it progresses, however you won’t be able to re-run individual cells.
Jobs are often useful when training or tuning hyperparameters. You can think of it as a fire-and-forget mode where you are free to close your browser without disrupting notebook execution.