Is there any session storage function I can use in Radzen?

Radzen doesn't have its own session storage. For Blazor Server applications you can use the built-in one:

You can use the *.razor.cs file of your page to inject the storage API:

using Microsoft.AspNetCore.Components.Server.ProtectedBrowserStorage;
using Microsoft.AspNetCore.Components;

namespace MyApplication
    public partial class MyPageComponent
         public ProtectedSessionStorage ProtectedSessionStore { get; set; }