When I print the content of my $mech I get the below only, nothing relating the session or cookies.

Set cookies are not returned in the content. They are returned in the response headers.

use strict;
use warnings;
use WWW::Mechanize;
use Data::Dumper;

my $mech = WWW::Mechanize->new;
my $response = $mech->get ('http://your.url.here/');
print Dumper ($response->headers->{'set-cookie'});
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