You can do the same from IIS and from web config file as well, anywhere which is suitable for you,
From IIS :
Open the IIS, click on the Application Pools, Select the Application pool of your application.Right Click on it, Select Properties.In the Performance tab, Set the idle timeout.
Fron WebConfig :
<configuration>
<system.web>
<sessionstate timeout="20" />
</system.web>
</configuration>
By default its 20 mins. Change it as per your needs.