Call Transaction:
The Call transaction is used if you need the generated document number to be returned to the program. It is often used if you need to do some additional processing after your document is generated. It is usually a small data set because if you have large data, you might have a time out error.
Sessions Method:
Sessions are used when you are unsure when you will run the BDC... you could schedule it during the night.This is used when you are working with large numbers of transactions.