Does expressjs/nodejs have support (via a module?) for database sessions? I come from the world of PHP/CodeIgniter and I've enjoyed the features of storing session data in a mysql database table.
Is this approach used with nodejs web apps?
Yes.
It's quite simple to implement your own, see documentation here.
Node is pretty low level, like C in JavaScript's clothing. But you have Connect to do that for you so you don't need to program that low. And since Express is build on Connect, it should have sessions.
As for databases, MongoDB is what I commonly see paired with Node. It's a NoSQL database, so it might be a bit different but it's still a database after all.