Try this for your query:
Select A.Name, A.Components.ComponentName, S.ComponentStatisticData, A.Node.SysName FROM Orion.APM.Application A JOIN Orion.APM.CurrentStatistics S on S.ApplicationID = A.ApplicationID AND S.ComponentID = A.Components.ComponentID WHERE A.Components.ComponentName = 'Number of Active Sessions'
As far as learning more about SWQL... Practice practice practice. Having a solid understanding of SQL can really help, so taking some free training on t-SQL language online is a really good start. Past that, I've found that the members of this forum are outstanding!
Loop1 Systems: SolarWinds Training and Professional Services