Leaving aside that memcached is a caching solution, and thus IMHO not suited for data that you want to persist even if your cache is full... The fine documentation shows a tied hash - thus you can store things by assigning to hash items, and retrieve them just as you would with an ordinary hash.

$session{foo} = 'bar';
say $session{foo};
[download]

Also how do i see list of sessions at any point.

Maybe with keys, just as you would with an ordinary array. But I don't know if that's implemented, after all memcached is a cache, not a database. It is certainly not optimized for getting all the datasets out at once.