Cake comes preset to save session data in three ways: as temporary files inside of your Cake installation, using the default PHP mechanism, or serialized in a database. By default, Cake uses PHP's default settings. To override this in order to use temp files or a database, edit your core configuration file at /app/config/core.php. Change the CAKE_SESSION_SAVE constant to 'cake', 'php', or 'database', depending on your application's needs.

/**
 * CakePHP includes 3 types of session saves
 * database or file. Set this to your preferred method.
 * If you want to use your own save handler place it in
 * app/config/name.php DO NOT USE file or database as the name.
 * and use just the name portion below.
 *
 * Setting this to cake will save files to /cakedistro/tmp directory
 * Setting it to php will use the php default save path
 * Setting it to database will use the database
 *
 *
 */
define('CAKE_SESSION_SAVE', 'php');

In order to use the database session storage, you'll need to create a table in your database. The schema for that table can be found in /app/config/sql/sessions.sql.