A couple of years ago I was very bored, and hacked this small piece of code:
http://www.buanzo.com.ar/files/cep2aup.c
There you will find some structures and very flawed ideas to read CoolEdit’s (now Adobe Audition) .ses files. I’ve publicized this code on the audacity-devel mailing list, and I expect someone with more time will turn it into a complete «Import CoolEdit Session» menu item for audacity 😉
Enjoy!