No, you don't have to record your answers in one session. You have unlimited access to your interview until the deadline. Also your recordings are saved to your interview page and you can exit the page to continue on later session.
Please note that if you complete the interview through button 'Complete interview'-button, the interview is finalized and you cannot access the interview anymore. If you still need to access the interview page, email us at email@example.com and we can grant you access to your answers.