When you are connecting to Qlik Sense this is done in a proxy session, and it is linked to you as a user. When you open a document / connect to a Qlik Sense app you are working with engine sessions. The engine sessions specify who should see changes in an app, and they are based on combining userId and session key. If you open an app, make changes and close the app, this is done within a single engine session. All clients who are in the same engine session are experiencing the same thing. The proxy creates a new session object for each new user, and destroys the session when the session expires.
If you log in as the same user and open the same app in, for example, a PC and on a tablet, you will share the same engine session. Your changes will happen simultaneously and selections will also be visible on both devices.