There is no session functionality in windows application. If you want to use the sign out functionality follow the below steps.
1) When you click the sign out button, close the current form(may be MDI)
2) Then show the login screen. Thats all.
this.Hide();
LoginForm f = new LoginForm();
f.Show();
Don't get confuse with session. Session is only is web application.
Read about session
here[
^].