In either case, the response will have a set-cookie header containing ESAdmin-Cookie. This cookie should be sent with every subsequent request.
If you need to logon to any other resources, such as directory severs, regions, or ES for .NET then the session information will be added to your ESCWA session and so only the ESAdmin-Cookie is required.
Once your script is complete it should finish with a request to the /logoff endpoint to clean up the session. This is to reduce the risk of reaching the session limit and minimize resource usage.