Well session info is stored in your database, and while users do get cookies they are not required in most cases to use the board, but some fetures do rely on them (thread/forum activity markers for example).
I asume you know how forms work, and if so you should be able to pass anything from your client application to vBulletins php files. Do you know php btw?
Two files to look at are login.php and register.php and their associated function files, if you need help finding exactly what you are looking just reply again