A text editor, for instance, would save the names of the loaded files and would reload them when you log in again. Another major advantage of the new protocol is the support for a clean and safe logout procedure even if the users decides not to restore the session next time. The protocol gives applications the possibility to interact with the user if they are in danger to lose some data, and to cancel the shutdown process if necessary.
In other words, everything but the basics is something the application itself needs to take care of; it needs to implement certain methods to save and restore the session. By convention, Qt / KDE applications save their settings to somewhere below ~/.config/<org-name>/<app-name>. But this is only a convention, not enforced.
See also the link and the examples there.
BTW I couldn’t find a timestamp in those docs; they may be up to date, or they might be 20 years old. This is a common (but sloppy) thing with online docs; it’s the bane of all developers.