It is as simple as we create datatable in normal class file.
Go to Global.aspx.cs file > Write following Code in session_start event.
protected void session_start(..)
{
Systsem.Data.Datatable dt = New System.Data.Datatable();
dt.Columns.Add("Column1",<datatype>)
dt.Columns.Add("Column2",<datatype>)
}
Thanks,
Bhagyesh