No habrás compilado PHP con soporte de sesiones. Es "raro" que no lo hubieses hecho (o quien lo instaló) por qué viene por defecto en su configuració base:
Cita: Installation
Session support is enabled in PHP by default. If you would not like to build your PHP with session support, you should specify the --disable-session option to configure. To use shared memory allocation (mm) for session storage configure PHP --with-mm[=DIR] .
The windows version of PHP has built in support for this extension. You do not need to load any additional extension in order to use these functions.
Note: By default, all data related to a particular session will be stored in a file in the directory specified by the session.save_path INI option. A file for each session (regardless of if any data is associated with that session) will be created. This is due to the fact that a session is opened (a file is created) but no data is even written to that file. Note that this behavior is a side-effect of the limitations of working with the file system and it is possible that a custom session handler (such as one which uses a database) does not keep track of sessions which store no data.
Es decir .. "expresamente" se indicó al compilar PHP (al parecer):
--disable-session
Vuelve a compilar PHP sin esa opción (sin esa opción el soporte de sesiones queda por defecto habilitado).
Un saludo,